ctreatreg: Command for fitting dose-response models under exogenous and endogenous treatment

• Autores: Giovanni Cerulli
• Localización: The Stata journal, ISSN 1536-867X, Vol. 15, Nº. 4, 2015, págs. 1019-1045
• Idioma: inglés
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• Resumen

  • In this article, I present ctreatreg, a command for estimating a dose–response function when i) treatment is continuous, ii) individuals may react heterogeneously to observable confounders, and iii) the selection into treatment may be endogenous. I implement two estimation procedures: ordinary least squares under conditional mean independence and instrumental variables under selection endogeneity. Finally, I present a Monte Carlo experiment to test the reliability of the proposed command.