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

Primary tabs

Loading the Internet Archive BookReader, please wait...

Title:

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

Description:

WP 05/2014; 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 Instrumental-Variables (IV) under selection endogeneity. A Monte Carlo experiment to test the reliability of the proposed command is finally set out

Creator:

Giovanni Cerulli

Publisher:

Ceris-CNR

Date:

2014

Download:

PDF
DC