Randomization inference has been increasingly recommended as a way of analyzing data from randomized experiments, especially in samples with a small number of observations, with clustered randomization, or with high leverage (see for example Alwyn Young’s paper, and the books by Imbens and Rubin, and Gerber and Green). However, one of the barriers to widespread usage in development economics has been that, to date, no simple commands for implementing this in Stata have been available, requiring authors to program from scratch.
This has now changed with a new command ritest written by Simon Hess, a PhD student who I met just over a week ago at Goethe University in Frankfurt. This command is extremely simple to use, so I thought I would introduce it and share some tips after playing around with it a little. The Stata journal article is also now out.
How do I get this command?
Simply type findit ritest in Stata.
[edit: that will get the version from the Stata journal. However, to get the most recent version with a couple of bug fixes noted below, type
net describe ritest, from(https://raw.githubusercontent.com/simonheb/ritest/master/)