drlate: Doubly Robust Estimation of Local Average Treatment Effects

Estimates the local average treatment effect (LATE) and the local average treatment effect on the treated (LATT) using observational data with a binary instrument, implementing the complete estimator suite of Sloczynski, Uysal, and Wooldridge: the doubly robust estimators of Sloczynski, Uysal, and Wooldridge (2022) doi:10.48550/arXiv.2208.01300 – inverse probability weighted regression adjustment (IPWRA), inverse probability weighting (IPW), augmented inverse probability weighting (AIPW), and regression adjustment (RA) – and the Abadie-kappa weighting estimators of Sloczynski, Uysal, and Wooldridge (2025) doi:10.1080/07350015.2024.2332763 . Supports linear, logistic, probit, Poisson, and fractional (fractional-logit and fractional-probit) outcome and treatment models, and instrument propensity scores estimated by maximum likelihood, covariate balancing (CBPS), or inverse probability tilting (IPT). Standard errors are computed jointly for all estimation stages by stacking the moment conditions of every model into a single M-estimation system; weak-instrument-robust Fieller confidence sets, cluster-aware bootstrap inference, design diagnostics, and a doubly robust Hausman-type test of unconfoundedness are included. Estimates and standard errors are validated against the authors' Stata commands 'drlate' (Statistical Software Components S459708) and 'kappalate' (S459257).

See also

Useful links:

• https://github.com/kvenkita/drlate

• https://kvenkita.github.io/drlate/

• Report bugs at https://github.com/kvenkita/drlate/issues

Author

Maintainer: Kailas Venkitasubramanian kailasv@gmail.com

Other contributors:

• S. Derya Uysal (Author of the original Stata package 'drlate') [contributor, copyright holder]

• Tymon Sloczynski (Author of the original Stata package 'drlate') [contributor, copyright holder]

• Jeffrey M. Wooldridge (Author of the original Stata package 'drlate') [contributor, copyright holder]