Dear All:

I would like to announce that hettreatreg, a Stata module to compute diagnostics for linear regression when treatment effects are heterogeneous, is now available in SSC.

hettreatreg implements several diagnostics for linear regression when the main interest is in the effects of a binary variable ("treatment") and these effects are potentially heterogeneous. hettreatreg represents 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 module estimates the OLS weights on these parameters, computes the associated model diagnostics, and reports the implicit OLS estimate of the average treatment effect (ATE). Further details are described in my paper, "Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights," which is available here: http://people.brandeis.edu/~tslocz/S...regression.pdf.

Please let me know if you experience any problems with this module.

Best wishes,

Tymon