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From |
"Henrique Neder" <hdneder@ufu.br> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RES: treatreg model with binary outcomes |

Date |
Tue, 20 Nov 2007 13:16:59 -0200 |

Kim I do not know if I understand your question well. I think that I had a similar problem: estimating the effect of a social policy (a government program to combat poverty) on an indicator of food security. Participation in the program is defined as a dummy variable (P) and Y is the indicator of food security which is also a dummy. The first equation is a logit model: Ln (p / (1-p)) = beta0 + beta1 * P + beta2 * X1 + ... + betap * Xp + u (1) Where p is the probability of being in a situation of food security. P is a dummy of selection in the program Clearly here P is endogenous because participation in the program is determined by the situation of food security of the household. Then I used a second equation: Ln (q / (1-q)) = gamma0 + gamma1 * M1 + ... + gammap * Mp + v (2) Where q is the selection probability in the program and M1 ,..., Mp are explanatory factors for this participation. This equation is the first stage of an estimation by instrumental variables in two stages. I replaced the estimate of q obtained through the logit model (2) in place of P variable in the logit model (1). I wonder if this helps you and also on the part of any list member if there is any flaw in this econometric method. Henrique Neder -----Mensagem original----- De: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Em nome de manturuk@email.unc.edu Enviada em: segunda-feira, 19 de novembro de 2007 23:04 Para: statalist@hsphsun2.harvard.edu Assunto: st: treatreg model with binary outcomes 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 ********************************************************** "Fluoridation is the most monstrously conceived and dangerous plot we have ever had to face." ~Dr. Strangelove * * 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/ __________ Informação do NOD32 IMON 2666 (20071119) __________ Esta mensagem foi verificada pelo NOD32 sistema antivírus http://www.eset.com.br * * 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/

**Follow-Ups**:**Re: st: RES: treatreg model with binary outcomes***From:*"Austin Nichols" <austinnichols@gmail.com>

**References**:**st: treatreg model with binary outcomes***From:*manturuk@email.unc.edu

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