CTREATREG: Stata module for estimating dose-response models under exogenous and endogenous treatment

Giovanni Cerulli

CERIS Working Paper from CNR-IRCrES Research Institute on Sustainable Economic Growth - Torino (TO) ITALY - former Institute for Economic Research on Firms and Growth - Moncalieri (TO) ITALY

Abstract: This paper presents ctreatreg, a Stata module for estimating a dose-response function when: (i) treatment is continuous, (ii) individuals may react heterogeneously to observable confounders, and (iii) selection-into-treatment may be endogenous. Two estimation procedures are implemented: OLS under Conditional Mean Independence, and InstrumentalVariables (IV) under selection endogeneity. A Monte Carlo experiment to test the reliability of the proposed command is finally set out. Length: 25 pages

Keywords: Stata commands; treatment effects, dose-response function, continuous treatment, Monte Carlo, R&D support JEL Codes: C21, C87, D04 (search for similar items in EconPapers)
Date: 2014-04
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Citations: View citations in EconPapers (7)

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Software Item: CTREATREG: Stata module for estimating dose-response models under exogenous and endogenous treatment (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:csc:cerisp:201405

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