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RE: st: maximize_option -from- in treatreg


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: maximize_option -from- in treatreg
Date   Thu, 25 May 2006 17:12:34 -0400

Scott,

Thanks. I was able to cobble together something similar myself, but this is more efficient.

Partha

--On Thursday, May 25, 2006 3:58 PM -0500 Scott Merryman <smerryman@kc.rr.com> wrote:


Though an official enhancement to -treatreg- would be best, I believe the
following changes to will allow the -from()- option.

1. Save -treatreg- as -treatreg2- in your personal ado file

2. Add -From(string)- to line 43:

*/ , TReat(string)   HAzard(string)	/*

to

*/ , TReat(string)  From(string)  [ HAzard(string)	/*

3. Add after line 174
	if "`from'" != "" {
			local  b1 "`from' "
		}

Line 174:  mat `b1' = `b1', `athrho', `lnsigma'

4.  Change init(`b0',copy) to init(`b0') in line 437


For example:

.  use http://www.stata-press.com/data/r9/labor,clear

.  gen wc=0

.  replace wc=1 if we>12
(69 real changes made)

. treatreg ww wa cit faminc, treat(wc=wmed wfed hhrs ha he hw lfp)

Iteration 0:   log likelihood = -664.57403  (not concave)
Iteration 1:   log likelihood = -664.51615  (not concave)
Iteration 2:   log likelihood =  -664.4659  (not concave)
Iteration 3:   log likelihood = -664.41291  (not concave)
Iteration 4:   log likelihood = -664.31122  (not concave)
Iteration 5:   log likelihood = -664.23201  (not concave)
Iteration 6:   log likelihood = -664.18572  (not concave)
Iteration 7:   log likelihood = -664.11402  (not concave)
Iteration 8:   log likelihood = -664.05074  (not concave)
Iteration 9:   log likelihood = -663.99272  (not concave)
Iteration 10:  log likelihood = -663.88285  (not concave)
Iteration 11:  log likelihood = -663.79689  (not concave)
Iteration 12:  log likelihood = -663.72438  (not concave)
Iteration 13:  log likelihood = -663.65898  (not concave)
Iteration 14:  log likelihood = -663.53511  (not concave)
Iteration 15:  log likelihood = -663.45993  (not concave)
Iteration 16:  log likelihood = -663.42369  (not concave)
Iteration 17:  log likelihood = -663.36992
Iteration 18:  log likelihood = -662.20396
Iteration 19:  log likelihood = -661.56336
Iteration 20:  log likelihood = -661.53448
Iteration 21:  log likelihood = -661.53441
Iteration 22:  log likelihood = -661.53441

Treatment-effects model -- MLE              Number of obs   =    250
<snip>

. matrix b = e(b)

. treatreg2 ww wa cit faminc, treat(wc=wmed wfed hhrs ha he hw lfp)
from(b)

Iteration 0:   log likelihood = -661.53441
Iteration 1:   log likelihood = -661.53441

Treatment-effects model -- MLE              Number of obs   =    250
<snip>

. treatreg2 ww wa cit faminc, treat(wc=wmed wfed hhrs ha he hw lfp) from(
wa = -.1  cit = 1 he = 1, skip)

Iteration 0:   log likelihood = -5732.9635  (not concave)
Iteration 1:   log likelihood = -1518.4537
Iteration 2:   log likelihood = -700.08461
Iteration 3:   log likelihood = -665.12698
Iteration 4:   log likelihood = -661.69544
Iteration 5:   log likelihood = -661.53498
Iteration 6:   log likelihood = -661.53441
Iteration 7:   log likelihood = -661.53441

Treatment-effects model -- MLE              Number of obs   =    250
<snip>

. treatreg2 ww  , treat(wc=wmed ) from( -.1  1 0 0 0 0,copy)

Iteration 0:   log likelihood = -1462.3369
Iteration 1:   log likelihood = -858.46772
Iteration 2:   log likelihood = -728.06455
Iteration 3:   log likelihood = -713.06995
Iteration 4:   log likelihood = -712.84529
Iteration 5:   log likelihood = -712.84437
Iteration 6:   log likelihood = -712.84437

Treatment-effects model -- MLE              Number of obs   =    250
<snip>

Scott

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
statalist@hsphsun2.harvard.edu] On Behalf Of Partha Deb
Sent: Thursday, May 25, 2006 9:50 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: maximize_option -from- in treatreg

Thanks Jeff.

--On Wednesday, May 24, 2006 11:46 PM -0500 "Jeff Pitblado, StataCorp LP"
<jpitblado@stata.com> wrote:

> Partha Deb <partha.deb@hunter.cuny.edu> seems to really need to supply
> starting values to -treatreg-:
>
>> Why not "fix" the ado file?  I'm doing a large number of simulations
>> with  -treatreg- and for such applications it's helpful to be able to
>> specify  starting values.
>
> Although -treatreg- is not exactly "broken", we can sympathize with
> Partha. Without making any promises, we'll look into adding a -from()-
> option to -treatreg-.
>
> --Jeff
> jpitblado@stata.com

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************************************************************************
Partha Deb				ph:  (212) 772-5435
Department of Economics		fax: (212) 772-5398
Hunter College			http://urban.hunter.cuny.edu/~deb/

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