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

. net from https://rostam-afschar.de/bbandits
. net install bbandits.pkg

Example 1: Estimate average treatment effects

using batched OLS and pooled OLS

. use data

. bbandits reward chosen_arm batch

Example 1: Estimate average treatment effects using batched OLS and pooled OLS

Example 2: Show cumulative weights assigned by

Thompson sampling

Example 2: Show cumulative weights assigned by Thompson sampling

Authors

Jan Kemper
ZEW Mannheim
jkemper@zew.de

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