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st: no ATET with teffects aipw
From
Sarah Edgington <[email protected]>
To
[email protected]
Subject
st: no ATET with teffects aipw
Date
Mon, 16 Sep 2013 09:44:55 -0700
Hello all,
I have some questions about the new teffects commands, specifically
the doubly robust estimator aipw.
My first question is about the documentation for aipw command. Page
62 of the teffects manual makes it clear that the only two statistics
that -teffects aipw- can produce are the average treatment effect
(ate) and potential-outcome means (pomeans). The average treatment
effect among the treated (atet) is not listed as an option. However,
in the remarks section of aipw on page 63 it says "They compute the
weighted means of the treatment-specific predicted outcomes, where
the weights are the inverse-probability weights computed in step 1.
The contrasts of these weighted averages provide the estimates of the
ATEs. By restricting the computations of the means to the subset of
treated subjects, we can obtain the ATETs."
Is this mention of the ATET in the remarks section of the aipw an
error? I did try using the atet option with aipw just to double
check that it hadn't been excluded erroneously from the options
section. Predictably,I got an error message indicating that the atet
option is not allowed.
This leads me to my second, more substantitve, question. Why is the
ATET not available using -teffects aipw-?
As a long time Stata user my assumption is that if a command doesn't
allow an option there's a good reason for it. I was wondering if
someone could help offer some intuition for what the reason is in the
case of aipw?
I know that I can get the atet using the ipwra doubly robust
estimator. However, I'd like to also have a clearer understanding of
what aipw is doing and why the atet isn't available.
Thanks.
-Sarah
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