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R: st: info on treatment effects model


From   Luca Tiberti <luca.tiberti@unifi.it>
To   statalist@hsphsun2.harvard.edu
Subject   R: st: info on treatment effects model
Date   Fri, 31 Aug 2007 16:13:42 +0200

To my modest knowledge about this topic, ivreg commands are used for
instrumental variable models rather than treatment effects model as
treatreg or biprobit do.
I am using a treatment effects model.

Thanks,
Luca



-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Austin
Nichols
Inviato: 31 August 2007 15:59
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: info on treatment effects model

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?
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