IDEAS home Printed from https://ideas.repec.org/a/tsj/stataj/v14y2014i3p453-480.html
   My bibliography  Save this article

ivtreatreg: A command for fitting binary treatment models with heterogeneous response to treatment and unobservable selection

Author

Listed:
  • Giovanni Cerulli

    (Ceris-CNR)

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. Copyright 2014 by StataCorp LP.

Suggested Citation

  • Giovanni Cerulli, 2014. "ivtreatreg: A command for fitting binary treatment models with heterogeneous response to treatment and unobservable selection," Stata Journal, StataCorp LLC, vol. 14(3), pages 453-480, September.
    • Handle: RePEc:tsj:stataj:v:14:y:2014:i:3:p:453-480
    Note: to access software from within Stata, net describe http://www.stata-journal.com/software/sj14-3/st0346/
    as

    Download full text from publisher

    File URL: http://www.stata-journal.com/article.html?article=st0346
    File Function: link to article purchase
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tsj:stataj:v:14:y:2014:i:3:p:453-480. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum or Lisa Gilmore (email available below). General contact details of provider: http://www.stata-journal.com/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.