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This content will become publicly available on March 1, 2026

Title: Binscatter regressions
In this article, we introduce the packagebinsreg, which implements the binscatter methods developed by Cattaneo et al. (2024a, arXiv:2407.15276 [stat.EM]; 2024b,American Economic Review114: 1488–1514). The package comprises seven commands:binsreg, binslogit, binsprobit, binsqreg, binstest binspwc, andbinsregselect. The first four commands implement binscatter plotting, point estimation, and uncertainty quantification (confidence intervals and confidence bands) for least-squares linear binscatter regression (binsreg) and for nonlinear binscatter regression (binslogitfor logit regression,binsprobitfor. probit regression, andbinsqregfor quantile regression). The next two commands focus on pointwise and uniform inference:binstestimplements hypothesis testing procedures for parametric specifications and for nonparametric shape restrictions of the unknown regression function, whilebinspwcimplements multigroup pairwise statistical comparisons. The last command,binsregselect, implements. data-driven number-of-bins selectors. The commands offer binned scatterplots and allow for covariate adjustment, weighting, clustering, and multisample analysis, which is useful when studying treatment-effect heterogeneity in randomizec and observational studies, among many other features.  more » « less
Award ID(s):
2241575 2019432 1947805
PAR ID:
10625548
Author(s) / Creator(s):
; ; ;
Publisher / Repository:
Sage
Date Published:
Journal Name:
The Stata Journal: Promoting communications on statistics and Stata
Volume:
25
Issue:
1
ISSN:
1536-867X
Page Range / eLocation ID:
3 to 50
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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