Binscatter Regressions
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We introduce the Stata (and R) package Binsreg, which implements the binscatter methods developed in Cattaneo-Crump-Farrell-Feng_2019_Binscatter. The package includes the commands binsreg, binsregtest, and binsregselect. The first command (binsreg) implements binscatter for the regression function and its derivatives, offering several point estimation, confidence intervals and confidence bands procedures, with particular focus on constructing binned scatter plots. The second command (binsregtest) implements hypothesis testing procedures for parametric specification and for nonparametric shape restrictions of the unknown regression function. Finally, the third command (binsregselect) implements data-driven number of bins selectors for binscatter implementation using either quantile-spaced or evenly-spaced binning/partitioning. All the commands allow for covariate adjustment, smoothness restrictions, weighting and clustering, among other features. A companion R package with the same capabilities is also available.
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