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Re: st: Treatreg with probit


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Treatreg with probit
Date   Wed, 06 Jul 2011 08:40:48 +0200

Perfect! Just what I wanted. Thanks Guy (and Austin).

Best,
J.

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Department of Organizational Behavior
University of Lausanne
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On 06.07.2011 00:07, Guy Grossman wrote:
John -

I have also found quite useful the working paper by Chiburis, Das, and
Lokshin (2010) "A Practical Comparison of the Bivariate Probit and
Linear IV Estimators" https://webspace.utexas.edu/rcc485/www/code.html

In addition, if you follow the link the authors provide wrapper for
biprobit (biprobtreat command which allows calculating ATT and ATE).

HTH,
Guy

On Tue, Jul 5, 2011 at 5:42 PM, Austin Nichols<austinnichols@gmail.com>  wrote:
John Antonakis<John.Antonakis@unil.ch>:
You have a binary outcome and a single binary endogenous variable?
With excluded instruments?
This is sometimes called the triangular simultaneous equation model,
and -biprobit- handles it, as does -cmp-.
Do not manually include a hazard estimate in a second stage probit!

N.B. Heckman-type models with some missing outcomes are essentially
equivalent to treatment-effect-type models;
compare methods and formulas in e.g. [R] treatreg and [R] heckman,
esp. for two-step estimators--
one augments the regression with the first-stage hazard (generalized
residual) in either case.

On Tue, Jul 5, 2011 at 5:18 PM, John Antonakis<John.Antonakis@unil.ch>  wrote:
Hi:

Yip; I know of -cmp- and have recommended it in the past to others. It does
do Heckman-type tobit models (with censoring on y), though it doesn't seem
to me that it can do treatment effect-type models (where y is observed in
the treated and non-treated group)--or did I misread the help file?

Best,
J.

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