Working Paper Cnr-Ceris, N° 05/2014

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

  Giovanni Cerulli
CNR - National Research Council of Italy
CERIS - Institute for Economic Research on Firm and Growth
Via dei Taurini 19, 00185 Roma, ITALY
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 Abstract: 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.
 

Keywords: Stata commands; treatment effects, dose-response function, continuous treatment, Monte Carlo, R&D support

JEL Codes: C21, C87, D04