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Re: st: Treatreg with two regression equations?

From   Jennifer Alix <>
Subject   Re: st: Treatreg with two regression equations?
Date   Thu, 27 Mar 2003 09:14:03 -0800

Thanks for your speedy response Mark. I've tried the switchr, and it has been useful in confirming that I need different variables in my two component regressions. I cringe at the idea of programming this myself, but it looks like I'm going to have to commit to those inevitable hours of frustration in front of my computer.


At 04:37 PM 3/27/2003 +0000, you wrote:


Quoting Jennifer Alix <>:

> 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.


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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


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