ctreatreg: Command for fitting dose–response models under exogenous and endogenous treatment
Giovanni Cerulli
CNR-IRCrES
National Research Council of Italy
Institute for Research on Sustainable Economic Growth
Rome, Italy
[email protected]
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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.
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Giovanni Cerulli
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ctreatreg, boot_drf, treatment effects, dose–response function, continuous treatment, Monte Carlo
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