DRCATE: Stata module to estimate and plot conditional average treatment effect functions with uniform confidence bands using a doubly robust method

drcate is a stata module to implement procedures to estimate and plot conditional average treatment effect functions with uniform confidence bands. It provides functions to implement procedures developed in Lee, Okui and Whang (2017, Journal of Applied Econometrics). It estimates the conditional average treatment effect function using the augmented inverse probability weighting estimator. The propensity score is modeled as either logit or probit and the regression functions for the potential outcomes are modeled as linear regressions. The local linear regression is used to estimate the conditional average treatment effect function. The module plots the estimated function with uniform confidence bands. This package provides two commands: drcate and drcatecv. The difference between these two is that the default bandwidth for drcate is based on the rule-of-thumb for drcate while it is based on cross-validation for drcatecv.