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

st: 'treatreg' questions


From   "CHO,HYE-JEE" <hyejee@ucla.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: 'treatreg' questions
Date   Fri, 28 Nov 2003 02:21:27 -0800

 Hello,

 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,
 HyeJee    

*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index