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Re: st: tiny bug in cmp.ado [was:treatment effect estimation with an ordinal 1st step and a continuous 2nd step]


From   박재민 <jpark@konkuk.ac.kr>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: tiny bug in cmp.ado [was:treatment effect estimation with an ordinal 1st step and a continuous 2nd step]
Date   Sun, 18 Jul 2010 22:59:15 +0900

Dear Kit (and Martin and Tirthankar),

The new cmp from ssc works wonderfully for me and also for the official example Martin mentioned.

For the others who may have the same interest, the followings are the summary of what I have experienced:


Treatment effects model with endogenous treatment: first stage ordered probit, second stage uncensored:

cmp (y1 = x1) (y2 = x2 y1), ind($cmp_oprobit $cmp_cont) qui

where

y1 = first stage ordinal dependent variable
y2 = second stage uncensored continuous dependent variable
x1 = first stage explanatory variables
x2 = second stage explanatory variables


Kit and Tirthankar and, of course, Martin, thanks much for your time and effort.

Jaemin



----- Original Message ----- From: "Christopher Baum" <kit.baum@bc.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Sunday, July 18, 2010 8:00 PM
Subject: Re: st: tiny bug in cmp.ado [was:treatment effect estimation with an ordinal 1st step and a continuous 2nd step]


On Jul 18, 2010, at 2:33 AM, Martin wrote:

So David Roodman sent a private email to me and Jaemin to the effect that he
has dispatched an improved version of -ssc d cmp- to Kit Baum.

This update is now available from SSC.

Kit



Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html


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