ctreatreg: Command for Fitting Dose–response Models under Exogenous and Endogenous Treatment

Abstract

In this article, I present ctreatreg, a command for estimating a dose–response function when i) treatment is continuous, ii) individuals may react het-erogeneously 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.