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IVTREATREG: Stata module to estimate binary treatment models with idiosyncratic average effect

Giovanni Cerulli

Statistical Software Components from Boston College Department of Economics

Abstract: ivtreatreg estimates five different (binary) treatment models with and without idiosyncratic (or heterogeneous) average effect. Depending on the model specified, ivtreatreg provides consistent estimation of average treatment effects either under the hypothesis of "selection on observables" or "selection on unobservables" by suitably using Ordinary Least Squares (OLS), Instrumental-Variables (IV) and Selection-Model regression depending on the case.

Language: Stata
Requires: Stata version 11
Keywords: treatment; instrumental variables; average treatment effect; selection on unobservables (search for similar items in EconPapers)
Date: 2012-02-06, Revised 2014-12-23
Note: This module should be installed from within Stata by typing "ssc install ivtreatreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/i/ivtreatreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/i/ivtreatreg.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/f/fertil2.dta sample data file (application/x-stata)
http://fmwww.bc.edu/repec/bocode/c/cerulli.pdf documentation (application/pdf)
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