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st: treatreg (specification of indepvars_t)


From   Richard Lo <lateshouk@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: treatreg (specification of indepvars_t)
Date   Mon, 5 Mar 2007 00:59:06 +0000 (GMT)

Dear Stata-listers, 

Although I have read some materials on the treatment
effect model, I am still not sure whether I should 
specify a structural or a reduced-form equation for
the treatment(selection) equation. According to the
textbooks of Wooldridge (2002) and Greene (2003), it
seems that a reduced-form treatment equation should be
used. Though in Maddala (1983, p120-122), it is not
clear which form is specified for the probit equation.


{It seems that the example given in the on-line help [
the command in (1)]specifies the excluded variables
only, which would not produce a reduced-form results
for the treatment equation [as the command in (2)
does]. 

(1)treatreg ww wa cit, treat(wc=wmed wfed) twostep
(2)treatreg ww wa cit, treat(wc=wa cit wmed wfed)
twostep  

As a result, I am puzzled at the correct way to
specify the variables (indepvars_t) for the treatment
equation. The results will be different depending on
whether only excluded variables or all the exogenous
variables are specified in the treatreg command.
[Unlike ivreg command which would produce the same
results when we specified either way. ]

Would be grateful that someone can give me some
guidance on this issue. 

Thanks you for your kind help in advance.

Richard Lo


		
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