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


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

Example 1: Estimate average treatment effects

using batched OLS and pooled OLS

Example 2: Show cumulative weights assigned by

Thompson sampling


Jan Kemper
ZEW Mannheim

Davud Rostam-Afschar
Universitšt Mannheim