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

Giovanni Cerulli

Stata Journal, 2015, vol. 15, issue 4, 1019-1045

Abstract: 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. Copyright 2015 by StataCorp LP.

Keywords: ctreatreg; boot drf; treatment effects; dose–response function; continuous treatment; Monte Carlo (search for similar items in EconPapers)
Date: 2015
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