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st: Re: Endogenous Treatment Effects Model


From   "Anna Cristina D'Addio" <andado@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Re: Endogenous Treatment Effects Model
Date   Fri, 12 Dec 2003 09:57:05 +0100

there is a command in Stata doing all what you want
search treatreg
anna
----- Original Message ----- 
From: "Michael Furukawa" <mifuruka@wharton.upenn.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Friday, December 12, 2003 4:04 AM
Subject: st: Endogenous Treatment Effects Model


> Greetings,
>
> I am interested in estimating an endogenous treatment effects model of the
> form:
>
> y = X*Beta + d*Alpha + e
> d = I(Z*Gamma + v > 0)
>
> y is continuous although I am also interested in using discrete and count
> data as well.
>
> I am trying to estimate a first-stage probit and create the generalized
> (probit) residuals to include as a correction term in a second-stage OLS
> regression. Does anyone know any Stata programs that will create the
> generalized residuals?
>
> Also, does anyone have experience with a multinomial logit or probit (4
> choices) first-stage and creating generalized residuals as control
> functions?
>
> Thanks for any help,
> Mike Furukawa
>
>
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