[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
Re: st: Treatreg with two regression equations?
Quoting Jennifer Alix <firstname.lastname@example.org>:
> Does anyone know if there is a way to specify two different
> equations for the treatreg command? That is to say, I have a
> problem where
> regime choice is known, but once the selection is made, the two
> groups have entirely different behaviors. Treatreg (and heckman)
> seem only
> to offer the option of one second-stage regression equation.
The closest thing to what you want that is available (and that I'm aware
of) is Fred Zimmerman's -switchr-, which estimates a switching regression.
The 2 "second-stage" regressions (a bit of a misnomer because everything is
simultaneous) have to have the same regressors but the coefficients can be
-findit switchr- for more details.
Hope this helps.
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
Prof. Mark Schaffer
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
This e-mail and any files transmitted with it are confidential
and intended solely for the use of the individual or entity to
whom it is addressed. If you are not the intended recipient
you are prohibited from using any of the information contained
in this e-mail. In such a case, please destroy all copies in
your possession and notify the sender by reply e-mail. Heriot
Watt University does not accept liability or responsibility
for changes made to this e-mail after it was sent, or for
viruses transmitted through this e-mail. Opinions, comments,
conclusions and other information in this e-mail that do not
relate to the official business of Heriot Watt University are
not endorsed by it.
* For searches and help try: