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Type: Software Authors: Edwin Leuven and Barbara Sianesi
Stata module to perform 'fully interacted linear matching', that is a fully interacted linear regression model in which the treatment dummy is interacted with each one of the other regressors. The overall effect - averaged for the treated and optionally also for the non-treated and the population - is then displayed, together with analytical standard errors.
In an evaluation framework this amounts to allowing the treatment effect to vary according to all observable variables. An F-test of no heterogeneous effects is also displayed.
film allows the user to perform various steps to increase the flexibility of the regression model until it resembles a matching estimator (see psmatch2) - from simple dummy variable OLS regression, to full interactions, to imposition of the common support - while retaining analytical standard errors and related saving in bootstrapping time.
It further allows for robust standard errors as well as for clustering.
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