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

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  • 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 LP, 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/
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    9. Bin Ni, 2016. "Are investment promotion agencies doing the right thing? evidence from China," Economics Bulletin, AccessEcon, vol. 36(3), pages 1325-1336.
    10. Fenton Villar, Paul, 2020. "The Extractive Industries Transparency Initiative (EITI) and trust in politicians," Resources Policy, Elsevier, vol. 68(C).
    11. Barth, James R. & Miller, Stephen Matteo, 2018. "Benefits and costs of a higher bank “leverage ratio”," Journal of Financial Stability, Elsevier, vol. 38(C), pages 37-52.
    12. Pradhan, Deepa & Ranjan, Ram, 2016. "Achieving Sustainability and Development through Collective Action? An Empirical Analysis of the Impact of the Bore Pool Sharing Program on Farm Incomes and Crop Choices," World Development, Elsevier, vol. 88(C), pages 152-174.
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    14. Christopher Baum & Giovanni Cerulli, CNR-IRCrES, 2016. "Estimating a dose-response function with heterogeneous response to confounders when treatment is continuous and endogenous," EcoMod2016 9388, EcoMod.
    15. Giovanni Cerulli & Bianca Poti', 2016. "Explaining firm sensitivity to R&D subsidies within a dose-response model: The role of financial constraints, real cost of investment, and strategic value of R&D," DEM Working Papers 2016/09, Department of Economics and Management.
    16. Bin Ni, 2013. "Are Investment Promotion Agencies Doing the Thing Right? Evidence from China," OSIPP Discussion Paper 13E004Rev., Osaka School of International Public Policy, Osaka University, revised Jan 2015.
    17. Hamed Sambo, 2020. "Effect of migration on the food security of households left behind: Evidence from Ethiopia," CEPN Working Papers 2020-05, Centre d'Economie de l'Université de Paris Nord.
    18. Davide Antonioli & Georgios Gioldasis & Antonio Musolesi, 2018. "Estimating a non-neutral production function: a heterogeneous treatment effect approach," SEEDS Working Papers 0618, SEEDS, Sustainability Environmental Economics and Dynamics Studies, revised Mar 2018.
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    20. Ajilore, Olugbenga, 2017. "Is There a 1033 Effect? Police Militarization and Aggressive Policing," MPRA Paper 82543, University Library of Munich, Germany.

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