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

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.


Issue Date:
2014-2014-2014
Publication Type:
Journal Article
ISSN:
1536-8634
Language:
English
Published in:
Stata Journal, Volume 14, Number 3
Page range:
453-480

Record appears in:



 Record created 2017-10-27, last modified 2017-10-27

Fulltext:
Download fulltext
PDF

Rate this document:

Rate this document:
1
2
3
 
(Not yet reviewed)