TY - EJOUR AB - In settings that exhibit selection on both levels and gains, marginal treatment effects (MTE) allow us to go beyond local average treatment effects and estimate the whole distribution of effects. In this article, I survey the theory behind MTE and introduce the package mtefe, which uses several estimation methods to fit MTE models. This package provides important improvements and flexibility over existing packages such as margte (Brave and Walstrum, 2014, Stata Journal 14: 191–217) and calculates various treatment-effect parameters based on the results. I illustrate the use of the package with examples. AU - Andresen, Martin Eckhoff DA - 2018-01 DA - 2018-01 DO - 10.22004/ag.econ.340232 DO - doi EP - 158 EP - 118 ID - 340232 IS - 01 JF - Stata Journal KW - Research and Development/Tech Change/Emerging Technologies KW - st0516 KW - mtefe KW - margte KW - heterogeneity KW - marginal treatment effects KW - instrumental KW - variables L1 - https://ageconsearch.umn.edu/record/340232/files/Andresen.pdf L2 - https://ageconsearch.umn.edu/record/340232/files/Andresen.pdf L4 - https://ageconsearch.umn.edu/record/340232/files/Andresen.pdf LA - eng LA - English LK - https://ageconsearch.umn.edu/record/340232/files/Andresen.pdf N2 - In settings that exhibit selection on both levels and gains, marginal treatment effects (MTE) allow us to go beyond local average treatment effects and estimate the whole distribution of effects. In this article, I survey the theory behind MTE and introduce the package mtefe, which uses several estimation methods to fit MTE models. This package provides important improvements and flexibility over existing packages such as margte (Brave and Walstrum, 2014, Stata Journal 14: 191–217) and calculates various treatment-effect parameters based on the results. I illustrate the use of the package with examples. PY - 2018-01 PY - 2018-01 SN - 1536-8634 SP - 118 T1 - Exploring marginal treatment effects: Flexible estimation using Stata TI - Exploring marginal treatment effects: Flexible estimation using Stata UR - https://ageconsearch.umn.edu/record/340232/files/Andresen.pdf VL - 18 Y1 - 2018-01 T2 - Stata Journal ER -