ivtreatreg: A command for fitting binary treatment models with heterogeneous response to treatment and unobservable selection
Giovanni Cerulli
Ceris-CNR
National Research Council of Italy
Institute for Economic Research on Firms and Growth
Rome, Italy
[email protected]
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Abstract. In this article, I present ivtreatreg, a command for fitting four
different binary treatment models with and without heterogeneous average
treatment effects under selection-on-unobservables (that is, treatment
endogeneity). Depending on the model specified by the user, ivtreatreg
provides consistent estimation of average treatment effects by using
instrumental-variables estimators and a generalized two-step Heckman selection
model. The added value of this new command is that it allows for generalization
of the regression approach typically used in standard program evaluation by
assuming heterogeneous response to treatment. It also serves as a sort of
toolbox for conducting joint comparisons of different treatment methods, thus
readily permitting checks on the robustness of results.
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Giovanni Cerulli
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ivtreatreg, microeconometrics, treatment models, instrumental variables, unobservable selection, treatment endogeneity, heterogeneous treatment response
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