ctreatreg: Command for fitting dose-response models under exogenous and endogenous treatment
Academic Article
Publication Date:
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.
Iris type:
01.01 Articolo in rivista
Keywords:
st0412; ctreatreg; boot_drf; treatment effects; dose-response function; continuous treatment; Monte Carlo
List of contributors:
Cerulli, Giovanni
Published in: