Journal
STATA JOURNAL
Volume 18, Issue 1, Pages 118-158Publisher
STATA PRESS
DOI: 10.1177/1536867X1801800108
Keywords
st0516; mtefe; margte; heterogeneity; marginal treatment effects; instrumental variables
Funding
- Research Council of Norway through its Centres of Excellence [179552]
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In settings that exhibit selection on both levels and gains, marginal treatment effects (MTE) allow us to go beyond local average treatment effects and estimate the whole distribution of effects. In this article, I survey the theory behind MTE and introduce the package mtefe, which uses several estimation methods to fit MTE models. This package provides important improvements and flexibility over existing packages such as margte (Brave and Waistrum, 2014, Stata Journal 14: 191-217) and calculates various treatment-effect parameters based on the results. I illustrate the use of the package with examples.
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