hettreatreg - Heterogeneous Treatment Effects in Regression Analysis
Computes diagnostics for linear regression when treatment
effects are heterogeneous. The output of 'hettreatreg'
represents ordinary least squares (OLS) estimates of the effect
of a binary treatment as a weighted average of the average
treatment effect on the treated (ATT) and the average treatment
effect on the untreated (ATU). The program estimates the OLS
weights on these parameters, computes the associated model
diagnostics, and reports the implicit OLS estimate of the
average treatment effect (ATE). See Sloczynski (2019),
<http://people.brandeis.edu/~tslocz/Sloczynski_paper_regression.pdf>.