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Re: st: 'treatreg' questions

From   "Renzo Comolli" <>
To   <>
Subject   Re: st: 'treatreg' questions
Date   Fri, 28 Nov 2003 10:46:17 -0500

Dear HyeJee

I don't believe there is enougth information in your post for me to attempt
to answer your question.
First of all, do you use the -twostep- option in -treatreg- or not?
Second, what MLE two step model are you estimating? 
If you want, you can write down the two models using yvar1, yvar2, var1,
var2, var3...


*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,

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