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Re: st: treatreg2
Yes, the basic structure of the model is the same as in the paper you cite,
but also in "Maximum simulated likelihood estimation of a negative binomial
regression model with multinomial endogenous treatment, The Stata Journal
Volume 6 Number 2: pp. 246-255
best.
Partha
Astrid Kiil wrote:
Partha,
Thanks for your reply.
Does treatreg2 by any change follow the model proposed in your article stated below?
Deb, P. and P. K. Trivedi (2006). "Specification and Simulated Likelihood Estimation of a Non-normal Treatment-outcome Model with Selection: Application to Health Care Utilization", Econometrics Journal, 9: 307-331.
Best
Astrid
Date: Fri, 13 Jun 2008 22:08:04 -0400
From: [email protected]
To: [email protected]
Subject: Re: st: treatreg2
Astrid and all,
-treatreg2- is a package I've been working on, but, in part because I haven't
had the time to write things up, not made completely public. It is available
for installation, however, via http://urban.hunter.cuny.edu/~deb/Stata.
-treatreg2- models binary treatmen with a number of possibilities for the
distribution of outcomes (currently negbin-1 and 2, and gamma, with more
coming soon). The treatment and outcome equations are "tied" via a latent
factor which can be either symmetric (normal) or skewed (chi square or a
reflected chi square - for negative skewness). The model is estimated by MSL.
Best.
Partha
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Partha Deb
Department of Economics
Hunter College
ph: (212) 772-5435
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http://urban.hunter.cuny.edu/~deb/
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