st: -treatreg- with a continuous self-selected treatment

[Marcello Pagano <pagano@hsph.harvard.edu>]

David Parsley wrote:
> Dear Statalist, 
>  
> I am trying to model the effect of a treatment (x-variable) on an
> outcome (y-variable), where the treatment is a self-selected, CONTINUOUS
> variable (e.g., hours of study, dollars spent, etc.), and the outcome is
> also continuous (performance).  I am interested in the effect of the
> treatment on the outcome in the general population - not just the
> treatment sample.  I observe y for the entire population (i.e.,
> including those studying/spending, and those not).  My treatment is
> either zero, or some positive value (lots of clustering at zero).
>  
> I have searched through econometrics texts/articles and (~) 99.99% of
> them focus on self selection of the y-variable.  In my case, since the
> selection is on the (continuous) x-variable, including the non-treatment
> population would result in clustering at zero, and therefore biased
> estimates. I have found discussions of treatment effects for dichotomous
> independent variables, but not for 'simple' cases of continuous (though
> strictly positive) treatments.
>  
> Treatreg seems to apply only to dichotomous varibles.
>  
> Thanks for any help.
>  
> David Parsley <http://mba.vanderbilt.edu/david.parsley/> 
> Owen Graduate School <http://mba.vanderbilt.edu/> 
> Vanderbilt University <http://mba.vanderbilt.edu/> 
> Nashville, TN 37203 <http://www.nashville.gov/flashpgs/flashhome.htm> 
> (615) 322-0649
>   
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