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Re: st: Endogenous Treatment Effects Model


From   Antoine Terracol <terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Endogenous Treatment Effects Model
Date   Fri, 12 Dec 2003 07:55:01 +0100

Michael Furukawa wrote:
> 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

-treatreg- will estimate such a model

>
> Also, does anyone have experience with a multinomial logit or probit (4
> choices) first-stage and creating generalized residuals as control
> functions?

Try Marc Gurgand's -selmlog-

http://www.crest.fr/pageperso/lmi/gurgand/selmlog.htm

Antoine

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