Replications Files for Imbens & Xu (2024)

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.

Folder Structure

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

Data Files

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

R Scripts

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

Install R Packages

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)

Report Errors

To report errors, please contact yiqingxu@stanford.edu. Comments and suggestions are welcome.

References

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.

zekiakyol / lalonde