Statalist


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

Re: st: info on treatment effects model


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: info on treatment effects model
Date   Fri, 31 Aug 2007 09:59:06 -0400

Luca--
You can use -ivreg2- or -ivregress-; the fact that the endogenous
variable/s is/are binary does not affect consistency of the IV
estimator, and you can generate new instruments to improve efficiency
(but beware of pernicious weak instruments problems). See e.g. pages
49-50 of
http://www.stata.com/meeting/6nasug/causal.pdf

On 8/31/07, Luca Tiberti <luca.tiberti@unifi.it> wrote:
> I have a model where the dependent variable is continuous and more than one
> regressor endogenous and binary. I know that with only one endogenous
> regressor I should use the command "treatreg"; which command is suitable
> with more than one endogenous binary regressor?
*
*   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