On this page I'll share open-source tools for causal inference and program evaluation. Most started as things I needed for my own research (e.g. estimating treatment effects in messy, high-dimensional settings). They're usually built for Stata, sometimes R and Python.
horseshoe: A Stata package for Bayesian linear regression with the horseshoe prior (Carvalho et al. 2010). Supports per-parameter penalization control, convergence diagnostics, and CATE extraction for multi-arm treatment designs. Program is available here: https://github.com/amceachin-code/horseshoe.