This Github repo contains the data and code necessary to replicate Imbens and Xu (2024): “LaLonde (1986) After Nearly Four Decades: Lessons Learned.” For a more detialed tutorial, click here.
The folder structure of this repo is as follows:
folder | usage |
---|---|
code | R scripts |
data | Data files, include two subfolders “lalonde” & “irs” |
graphs | To store graphics |
output | To store estimation results |
tables | To store tables |
The paper uses the following datasets, which are based on LaLonde (1986), Dehejia and Wahba (1999), and Imbens, Rubin, and Sacerdote (2001).
Data.files | Details | File_Type | Experimental |
---|---|---|---|
nsw.dta | NSW experimental data, used in LaLonde (1986) | Stata | Yes |
nsw_dw.dta | Subset of NSW experimental data, used in Dehejia & Wahba (1999) | Stata | Yes |
cps_controls.dta | CPS-SSA-1 controls, used in both papers | Stata | No |
psid_controls.dta | PSID-1 controls, used in both papers | Stata | No |
lottery.RData | Data of lottery winners, used in Imbens, Rubin & Sacerdote (201) | R | No |
To replicate all findings, set the directory to the root folder of the
replications files and execute master.R
. Below are explanations for
the usage of each R script:
Data.files | Usage |
---|---|
master.R | Install necessary R packages and excute all R scripts. |
functions_est.R | Store functions for estimation |
functions_plot.R | Store functions for making plots |
lalonde1_prepare.R | Preprocess LaLonde datasets |
lalonde2_trim.R | Trim datasets to improve overlap |
lalonde3_estimate.R | Estimate the ATT |
lalonde4_overlap.R | Visualize overlap in propensity scores |
lalonde5_catt.R | Estimate and visualize CATT |
lalonde6_qte.R | Estimate and visualize quantile treatment effects |
laldone7_sens.R | Conduct sensitivity analyses |
irs1_est.R | Estimate the ATT using the IRS data |
irs2_big.R | Additional analyses for winning big prizes |
irs3_small.R | Additional analyses for winning small prizes |
For successful replication, the following R packages need to be installed:
# required packages
packages <- c("haven", "labelled", "Matching", "grf", "sensemakr", "qte",
"estimatr", "CBPS", "hbal", "DoubleML", "mlr3learners", "fixest", "ggplot2")
# install packages
install_all <- function(packages) {
installed_pkgs <- installed.packages()[, "Package"]
for (pkg in packages) {
if (!pkg %in% installed_pkgs) {
install.packages(pkg)
}
}
}
install_all(packages)
To report errors, please contact yiqingxu@stanford.edu. Comments and suggestions are welcome.
Dehejia, Rajeev H, and Sadek Wahba. 1999. “Causal Effects in Nonexperimental Studies: Reevaluating the Evaluation of Training Programs.” Journal of the American Statistical Association 94 (448): 1053–62.
Imbens, Guido W, Donald B Rubin, and Bruce I Sacerdote. 2001. “Estimating the Effect of Unearned Income on Labor Earnings, Savings, and Consumption: Evidence from a Survey of Lottery Players.” American Economic Review 91 (4): 778–94.
Imbens, Guido W, and Yiqing Xu. 2024. “LaLonde (1986) After Nearly Four Decades: Lessons Learned.” arXiv:TBD.
LaLonde, Robert J. 1986. “Evaluating the Econometric Evaluations of Training Programs with Experimental Data.” The American Economic Review 76 (4): 604–20.