Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: difference between -treatreg- and -ivreg-


From   Kyle Hood <kyle.hood@yale.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: difference between -treatreg- and -ivreg-
Date   Tue, 7 Aug 2007 15:54:09 -0400 (EDT)

I think that ivreg and treatreg make different assumptions about how the endogenous RHS variables are related to the instruments. In the former, the instruments are related linearly to a continuous, perfectly observed endogenous variable. In the latter, instruments are linearly related to an unobserved, latent continuous variable; if this variable is above some threshold, the binary endogenous variable is observed as a 1 and is 0 otherwise.

On Tue, 7 Aug 2007, Prabal Kr. De wrote:


Thanks, but let me be more specific:
what is the difference between -treatreg- and -ivreg?
Are they same in case the endogenous variable is
binary?
Thanks again,
Prabal
--- Kyle Hood <kyle.hood@yale.edu> wrote:

Of the three commands you have asked about, only one
allows for a
dependent variable that is discrete (ivprobit).  I
believe this would be
the appropriate choice.

On Tue, 7 Aug 2007, Prabal Kr. De wrote:

hi!
 I wanted to know what is the difference between
-treatreg- and -ivreg- or -ivprobit- command. For
instance if I have a dummy dependent variable and
a
dummy endogenous variable and a continuous
instrument,
which one is more appropriate.
Thanks in advance,
Prabal




____________________________________________________________________________________
Fussy? Opinionated? Impossible to please? Perfect.
 Join Yahoo!'s user panel and lay it on us.

http://surveylink.yahoo.com/gmrs/yahoo_panel_invite.asp?a=7
*
*   For searches and help try:
*
http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*
http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/




____________________________________________________________________________________
Building a website is a piece of cake. Yahoo! Small Business gives you all the tools to get online.
http://smallbusiness.yahoo.com/webhosting
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index