<>
They are interpreted just as in normal linear regression. "Lambda" is
defined in "methods and formulas" as the product of sigma and rho:
***
webuse labor, clear
generate wc = 0
replace wc = 1 if we > 12
treatreg ww wa cit, treat(wc=wmed wfed)
di "lambda: " e(rho)*e(sigma)
***
The se derives from the delta method...
HTH
Martin
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An: [email protected]
Betreff: st: coefficients treatreg
Hi,
another question concerning treatreg. How do I interpret the coefficients?
E.g.:
wage is the dependent variable
city
education is the treatment variable
age is in the treatment equation
wage
city 0.3
education 1.2
education
age 0.05
lambda 2.6
Suppose they are all significant. And what does the lambda in treatreg
really show?
Thanks
E
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