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Free, publicly-accessible full text available June 1, 2026
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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 » « lessFree, publicly-accessible full text available March 1, 2026
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