Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: 'treatreg' questions

From   "CHO,HYE-JEE" <>
Subject   st: 'treatreg' questions
Date   Fri, 28 Nov 2003 02:21:27 -0800


 I am using treatment effects model to assess the impact of IMF programs on
fiscal balance. I use the command "treatreg" in STATA, and when I use a
two-step estimator I get totally different results from a MLE estimator
(i.e. the coefficient for the IMF programs is significant at 1% level when
I use MLE, but is not significant in the two-step). Why do I get such
different results and what would be the implication, if any, of such
difference in light of endogeneity and selection bias? 

 Also , I do not get a Wald chi-sqaure value when I use MLE model. What
would be the problem? 

 I would be very grateful to receive your comments. 

 Thank you very much,

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index