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  • heterogeneous treatment effects and ivregress

    I have a question regarding the heterogeneous treatment effects. For example, I want to estimate the heterogeneous treatment effects of informal caregiving on caregivers' health by household income. Let y denote the binary health outcome (1=good; 0=poor), CG is the caregiving status (1=caregivers; 0 otherwise), Z1 is an instrumental variable for CG and is a continuous variable taking values from [0,1], HHinc is a binary indicating whether the HH is rich or poor (1=rich; 0 otherwise), I also have age and edu as additional covariates.

    My primary purpose is to estimate the heterogeneous treatment effects by HH income. CG is a binary variable but I used c.CG instead of i.CG because I have just one instrumental variable. I wanted to confirm if this is the right way to go about it. I have also controlled for HHinc.
    ivregress 2sls y (CG c.CG#i.HHinc = Z1 c.Z1#i.HHinc) age edu HHinc, robust
    I'd appreciate your help. Thanks!

    (similar question was posted by somebody in 2021 but wasnt answered)
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