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st: treatment effect estimation with an ordinal 1st step and a continuous 2nd step


From   박재민 <jaeminpark1@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: treatment effect estimation with an ordinal 1st step and a continuous 2nd step
Date   Sat, 17 Jul 2010 22:29:13 +0900

Hi all!

I want to run a treatment effects model.

In my case, the 1st step dependent var. is ordinal (for exmaple, "perfectly
not matched", "not matched", "matched", and "perfectly matched"), and the
2nd step dependent var. is continuous (for example, wage in log).
I have run the similar model using "treatreg" command if the 1st step
depednat is binary.

Is there any command working in this case.

I found "mtreatreg" is available if
 (1) 1st step dependent var. is multivariate and
 (2) 2nd step DV is continuous

Of course, 1st step ordinal treatment variable should be shown in the 2nd
step equation as an independent variable explicitly.

P.S.: I don't think running "oprobit" as the 1st step, and insertting IMR
from it as independent variable into the 2nd step OLS regression is valid.

Thanks,
jaemin

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