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Re: st: Treatreg with two regression equations?


From   Mark Schaffer <M.E.Schaffer@hw.ac.uk>
To   statalist@hsphsun2.harvard.edu, Jennifer Alix <alix@are.berkeley.edu>
Subject   Re: st: Treatreg with two regression equations?
Date   Thu, 27 Mar 2003 16:37:02 +0000 (GMT)

Jennifer,

Quoting Jennifer Alix <alix@are.berkeley.edu>:

> Hello,
> 
> Does anyone know if there is a way to specify two different
> regression 
> 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
> different 
> groups have entirely different behaviors.  Treatreg (and heckman)
> seem only 
> to offer the option of one second-stage regression equation.
> 
> Thanks,
> Jennifer

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 
completely different.

-findit switchr- for more details.

Hope this helps.

--Mark

> 
> 
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> 



Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
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