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st: AW: what does lambda mean after treatment regression?


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: what does lambda mean after treatment regression?
Date   Thu, 25 Jun 2009 11:28:50 +0200

<> 

Lambda is the product of sigma and rho. The latter is the decisive result
here as the -treatreg- model crucially rests on the idea that the erors in
its two component equations are correlated...

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

treatreg ww wa cit,/* 
 */  treat(wc=wmed wfed)

treatreg ww wa cit,/* 
 */  treat(wc=wmed wfed)/* 
 */ two
 
di in red "product of rho and sigma: "/* 
 */  e(rho)*e(sigma)/* 
 */ _n "compare to lambda: " e(lambda)
***


HTH
Martin

-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von gjhxmu@sina.com
Gesendet: Donnerstag, 25. Juni 2009 11:15
An: statalist
Betreff: st: what does lambda mean after treatment regression?

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pre{white-space:normal;}.sinamailpaper-0
form{margin:0;}</style>&nbsp;Dear&nbsp;statalists,<BR><BR>I&nbsp;use&nbsp;-t
reatment-&nbsp;in&nbsp;the&nbsp;stata,and&nbsp;the&nbsp;resulting&nbsp;lambd
a&nbsp;is&nbsp;insignificant.<BR>What&nbsp;does&nbsp;it&nbsp;mean?&nbsp;Shou
ld&nbsp;I&nbsp;take&nbsp;the&nbsp;ols&nbsp;re 

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