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IVTREATREG: Stata module to estimate binary treatment models with idiosyncratic average effect

Author

Listed:
  • Giovanni Cerulli

    (Ceris-CNR)

Programming Language

Stata

Abstract

ivtreatreg estimates five different (binary) treatment models with and without idiosyncratic (or heterogeneous) average effect. Depending on the model specified, ivtreatreg provides consistent estimation of average treatment effects either under the hypothesis of "selection on observables" or "selection on unobservables" by suitably using Ordinary Least Squares (OLS), Instrumental-Variables (IV) and Selection-Model regression depending on the case.

Suggested Citation

  • Giovanni Cerulli, 2012. "IVTREATREG: Stata module to estimate binary treatment models with idiosyncratic average effect," Statistical Software Components S457405, Boston College Department of Economics, revised 23 Dec 2014.
    • Handle: RePEc:boc:bocode:s457405
    Note: This module should be installed from within Stata by typing "ssc install ivtreatreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/i/ivtreatreg.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivtreatreg.sthlp
    File Function: help file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/f/fertil2.dta
    File Function: sample data file
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/i/ivtreatreg_cerulli.pdf
    File Function: documentation
    Download Restriction: no
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