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st: treatreg


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   st: treatreg
Date   Sun, 13 Apr 2008 23:53:08 +0200

Dear Statalisters,

try this in Stata:


****************************************************************************
*************
webuse labor, clear
generate wc = 0
replace wc = 1 if we > 12

**********
* ML
qui{
	treatreg ww wa cit, treat(wc=wmed wfed) first
	predict treatprob, ptrt
	
	prob wc wmed wfed
	predict probit
}

compare tre pro
**********
* 2-step
qui{
	treatreg ww wa cit, treat(wc=wmed wfed) first two
	predict treatprob2, ptrt
}

compare treatprob2 pro
l tre* pro in 20/30
****************************************************************************
*************

and let me know: why are the first stage probit predicitions different
between the ML and the conventional probit but not between the twostep and
the conventional probit? Am I missing something here?


Thanks in advance,
Martin Weiss
_________________________________________________________________

Diplom-Kaufmann Martin Weiss
Mohlstrasse 36
Room 415
72074 Tuebingen
Germany

Fon: 0049-7071-2978184

Home: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1130

Publications: http://www.wiwi.uni-tuebingen.de/cms/index.php?id=1131

SSRN: http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=669945


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