Authored Code

Random Forest for Stata

A Stata wrapper for Python's Scikit random forest implementation, allowing people to call Random Forests directly from Stata. 

Python 2.7 and scikit installation necessary.

Matrix t-test

(matrix_ttest.ado)

Helps run pair-wise t-test for all possible pairs of a group variable and reports difference between variables, the test, the p value, t statistic, and degrees of freedom.

Links to Code by Others

In case others find it useful

Double LASSO

Stata code by Belloni, Chernozhukov, and Hansen (2014)

Honest Causal Trees

Susan Athey's GitHub repo, implementation of honest casual trees in R.