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st: treatreg model with binary outcomes


From   manturuk@email.unc.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: treatreg model with binary outcomes
Date   Mon, 19 Nov 2007 20:03:30 -0500

Hi all!

I want to run a treatment effects model. I have binary outcome variables for both parts of a two-stage model. Essentially, I have this:

W=Y+x1...xi+e where Y=Z+x1...x1+e
My outcome of interest is W (binary) and it is predicted by Y (binary) and control variables x1...xi. Y is predicted by an instrumental variable Z (continuous, unrelated to W) and the the same set of control variables x1...xi (predictive of both W and Y).

It is my understanding that the treatreg command is appropriate only for a continuous outcome variable. I have tried looking at the biprobit command but I have not been able to figure out if that is the appropriate model to use. If so, which model gets the x1---xi variables?
--
Kim Manturuk


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