There is an updated wp on Stata module “ctreatreg” here
A continuous treatment model for
estimating a Dose Response Function
under endogeneity and heterogeneous response to observable confounders:
Description and implementation via the Stata module “ctreatreg”
Giovanni Cerulli
National Research
Council of Italy
Ceris-CNR
Institute for Economic
Research on Firms and Growth
Via dei Taurini, 19 - 00185 Roma
Phone: +39.06.4993.7885
E-mail:
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Abstract: This paper presents an original econometric model
for estimating a Dose Response
Function though a regression approach when treatment is continuous, individuals may react
heterogeneously to observable confounders and selection-into-treatment may be
(potentially) endogenous. After the description of the model, two estimation
procedures are set out: one based on OLS under conditional mean independence,
and one based on IV under selection endogeneity. The paper goes on by
presenting ctreatreg, a author’s user-written Stata routine for an easy
implementation of such a model. The paper proceeds by performing a Monte Carlo
experiment to test the reliability of the model and of its associated Stata
routine. Results show that the model and the Stata routine ctreatreg are both reliable as estimates consistently fit the
expected results.
Keywords:treatment effects, dose response function, continuous
treatment, Monte Carlo