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st: correction for heteroskedasticity when using treatreg

From   jdd smith <>
Subject   st: correction for heteroskedasticity when using treatreg
Date   Mon, 5 Jul 2010 11:50:55 -0500


I need to estimate a treatment-effect model exactly as the one
illustrated in command treatreg with maximum likelihood
estimation. But I have to multiply the terms in the log-likelihood,
not the data themselves, by observation-specific weights.
treatreg has weight options, but I am not sure if Stata adds weight to
data or to the log-likelihood terms.
Does anyone know? Many thanks!

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