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Re: st: 'treatreg' questions


From   "CHO,HYE-JEE" <hyejee@ucla.edu>
To   statalist@hsphsun2.harvard.edu, Renzo Comolli <renzo.comolli@yale.edu>
Subject   Re: st: 'treatreg' questions
Date   Fri, 28 Nov 2003 11:15:21 -0800

 Hello again, 

 Thank you for your response, Renzo. Here is what I am trying to do: I am
trying to estimate two different types of treatment effects model. One is a
maximum likelihood model and the other is a two-step model. 

 The STATA command for the maximum likelihood model is:
 .treatreg depvar1 [varlist1], treat [depvar2=varlist2]
   
 (for treatreg, MLE is the default)

 The command for the two-step model is:
 .treatreg depvar1 [varlist1], treat [depvar2=varlist2] twostep

 Thank you,
 HyeJee 


Quoting Renzo Comolli <renzo.comolli@yale.edu>:

> 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...
> 
> Best,
> Renzo
> 
> *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    
> 
> 
> 
> *
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> 



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