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Re: st: Re: Heckman Sample Selection and Average treatment Effect


From   "Maoyong Fan" <fan@berkeley.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Re: Heckman Sample Selection and Average treatment Effect
Date   Thu, 17 Jun 2004 11:18:30 -0700

Thanks a lot!


>At 22:57 16/06/2004, you wrote:
>>Dear Friends,
>>
>>         I am doing a research on identifying the average treatment effect 
>> of a training program.  In order to get rid of the endogeneity problem of 
>> program participation, I want to try Heckman sample selection 
>> technique.  But I don't know how to get the average treatment effect by 
>> running Heckman in Stata.
>>
>>For example,
>>
>>t is dummy for training program (1: participate, 0: not participate)
>>
>>I want to know how much the training program improve the performance.
>>
>>The command
>>heckman dep_var var_1...var_n (t=var_1...var_m) twostep
>>can not give me the effect of t on dep_var.
>>
>>How can I do that in Stata?
>
>I think that -treatreg- is doing what you want.
>
>. treatreg dep_var var_1...var_n , treat(t=var_1...var_m) twostep
>
>Also have a look at the following FAQ:
>http://www.stata.com/support/faqs/stat/bias.html
>
>jean
>
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