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.
ctreatreg: Command for fitting dose-response models under exogenous and endogenous treatment
Cerulli;Giovanni
2015
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.File in questo prodotto:
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