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The Stata Journal
Volume 15 Number 4: pp. 1019-1045

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ctreatreg: Command for fitting dose–response models under exogenous and endogenous treatment

Giovanni Cerulli
National Research Council of Italy
Institute for Research on Sustainable Economic Growth
Rome, Italy
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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View all articles with these keywords: ctreatreg, boot_drf, treatment effects, dose–response function, continuous treatment, Monte Carlo

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