BBANDITS: Stata Module to Estimate Batched OLS for Multi-Armed Bandits by Jan Kemper and Davud Rostam-Afschar

bbandits

bbandits for Stata


This page illustrates the use of bbandits.ado for Stata. See Stata. To download the bbandits package including the ado file type in Stata

See Kemper and Rostam-Afschar (2024) "Earning While Learning: How to Run Batched Bandit Experiments" for more information.

Example 1a: Estimate average treatment effects using batched OLS

Example 1b: Show cumulative weights assigned by Exploration sampling

Example 2: Estimate average treatment effects using batched OLS and pooled OLS

Example 3: Monte Carlo simulation of OLS and BOLS estimates with small margin using epsilon-greedy

Example 4: Finding best of three arms (stacked and not stacked) using Thompson sampling

Example 5: Monte Carlo simulation of OLS estimates with small margin using Thompson sampling

Example 6: Monte Carlo simulation of OLS estimates with large margin using Thompson sampling

Authors

Jan Kemper
ZEW Mannheim
jkemper@zew.de

Davud Rostam-Afschar
Universität Mannheim
rostam-afschar@uni-mannheim.de