Software
Stata module
drlate
DRLATE: Stata module to estimate local average treatment effects with doubly robust methods (with Słoczyński, T., & Wooldridge, J.), SSC
Download type ssc install drlate in Stata.
Stata module and R package
teffects2
TEFFECTS2: Stata module and R package to estimate average treatment effects with covariate balancing propensity score (with Słoczyński, T., & Wooldridge, J.), v1.1.0, SSC / GitHub
Download type ssc install teffects2 in Stata.
Stata package
kappalate
KAPPALATE: Stata module and R package to estimate the local average treatment effect (LATE) using Abadie's kappa approach and other weighting estimators (with Tymon Słoczyński and Jeffrey M. Wooldridge), v1.1.0, SSC / GitHub
Download type ssc install kappalate in Stata.
R for Microeconometrics
Our aim is to introduce the basics of R. This is an econometrics course/tutorial, it is NOT an R lecture.
- Introduction to R (Slides)
- Binary Response Models
- Multinomial Response Models
- Ordered Response Modesl
R Sources online
Among many others: