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Binscatter Regressions

Matias D. Cattaneo, Richard K. Crump, Max H. Farrell, Yingjie Feng

arXiv 25 Feb 2019 · Econometrics · publishedThe Stata Journal Promoting communications on statistics and Stata (2025) · 23 citations (OpenAlex)

arXiv:1902.09615 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We introduce the package Binsreg, which implements the binscatter methods developed by Cattaneo, Crump, Farrell, and Feng (2024b,a). The package includes 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 multi-group pairwise statistical comparisons. Finally, the command binsregselect implements data-driven number of bins selectors. The commands offer binned scatter plots, and allow for covariate adjustment, weighting, clustering, and multi-sample analysis, which is useful when studying treatment effect heterogeneity in randomized and observational studies, among many other features.

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14
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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1width30.25006ptheight2.62222ptdepth-2.25222pt (2024) On Binscatter1.00054100%
2Cattaneo, M. D., R. K. Crump, M. H. Farrell, and Y. Feng (2024) bNonlinear Binscatter Methods self0.84333100%
3Caceres, M (2024) Stata Module Mauricio https://github.com/mcaceresb/stata-gtools0.64422100%
4Correia, S., and N. Constantine (2024) Stata Module reghdfe https://github.com/sergiocorreia/reghdfe0.64422100%
5Calonico, S., M. D. Cattaneo, and M. H. Farrell (2018) On the Effect of Bias Estimation on Coverage Accuracy in Nonparametric Inference self0.40511100%
6width30.25006ptheight2.62222ptdepth-2.25222pt (2022) Coverage Error Optimal Confidence Intervals for Local Polynomial Regression0.40511100%
7Calonico, S., M. D. Cattaneo, and R. Titiunik (2014) Robust Nonparametric Confidence Intervals for Regression-Discontinuity Designs self0.40511100%
8Cattaneo, M. D., R. K. Crump, M. H. Farrell, and E. Schaumburg (2020) Characteristic-Sorted Portfolios: Estimation and Inference self0.40511100%
9Cattaneo, M. D., M. H. Farrell, and Y. Feng (2020) Large sample properties of partitioning-based series estimators self0.40511100%
10Droste, M (2019) Stata Module Binscatter2 https://github.com/mdroste/stata-binscatter2/0.40511100%

Showing the top 10 of 14 scored citations.