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st: RE: difference between -heckman- and -treatreg-


From   "Schaffer, Mark E" <[email protected]>
To   <[email protected]>
Subject   st: RE: difference between -heckman- and -treatreg-
Date   Sun, 31 Aug 2008 20:49:36 +0100

Shehzad,

> -----Original Message-----
> From: [email protected] 
> [mailto:[email protected]] On Behalf Of Shehzad Ali
> Sent: 31 August 2008 16:42
> To: [email protected]
> Subject: st: difference between -heckman- and -treatreg-
> 
> 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?

The Stata manual entries are a good place to start.

The difference between the two is that in the case of -treatreg-, you
observe the outcomes for observations that have been treated
("selected"), and you also observe the outcomes for observations that
haven't been treated.  In the case of -heckman-, you observe the
outcomes only for observations that get the treatment.

HTH,
Mark

> Thank you,
> 
> Shehzad
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