Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: difference between -heckman- and -treatreg-


From   Shehzad Ali <sia500@york.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: difference between -heckman- and -treatreg-
Date   31 Aug 2008 16:41:35 +0100

Hi,

I was wondering if someone can explain the difference between how -heckman- and -treatreg are estimated. I understand that analysts usually prefer -heckman- for sample selection bias and -treatreg- for endogeneity bias. But I was not sure how the two models are different computationally because they both use hazard ratio (or inverse Mills). Is hazard ratio different from IMR? Can anyone direct me to an article that explains the computational and theoretical difference between the two models?

Thank you,

Shehzad
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index