Binscatter regressions

What the paper says

In this article, we introduce the package binsreg , which implements the binscatter methods developed by Cattaneo et al. (2024a, arXiv:2407.15276 [stat.EM]; 2024b, American Economic Review 114: 1488–1514). The package comprises seven commands: binsreg, binslogit, binsprobit, binsqreg, binstest binspwc , and binsregselect . The first four commands implement binscatter plotting, point estimation, and uncertainty quantification (confidence intervals and confidence bands) for least-squares linear binscatter regression ( binsreg ) and for nonlinear binscatter regression ( binslogit for logit regression, binsprobit for. probit regression, and binsqreg for quantile regression). The next two commands focus on pointwise and uniform inference: binstest implements hypothesis testing procedures for parametric specifications and for nonparametric shape restrictions of the unknown regression function, while binspwc implements multigroup pairwise statistical comparisons. The last command, binsregselect , implements. data-driven number-of-bins selectors. The commands offer binned scatterplots and allow for covariate adjustment, weighting, clustering, and multisample analysis, which is useful when studying treatment-effect heterogeneity in randomizec and observational studies, among many other features.