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Re: st: RES: treatreg model with binary outcomes


From   Kim Manturuk <manturuk@email.unc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RES: treatreg model with binary outcomes
Date   Tue, 27 Nov 2007 10:09:32 -0500

Thanks - this is exactly what I was looking for!

nicola.baldini2@unibo.it wrote:
-cmp- from ssc may also help in this cases
Nicola

At 02.33 21/11/2007 -0500, you wrote:


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
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