hettreatreg: Heterogeneous Treatment Effects in Regression Analysis
Computes diagnostics for linear regression when treatment effects are heterogeneous.
The output of 'hettreatreg' represents ordinary least squares (OLS)
estimates of the effect of a binary treatment as a weighted average of the average treatment effect
on the treated (ATT) and the average treatment effect on the untreated (ATU).
The program estimates the OLS weights on these parameters, computes the associated model diagnostics,
and reports the implicit OLS estimate of the average treatment effect (ATE).
See Sloczynski (2019), <http://people.brandeis.edu/~tslocz/Sloczynski_paper_regression.pdf>.
Please use the canonical form
to link to this page.