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st: What is the difference between treatreg ts and simply including IMR on an outcome equation?


From   "Diogo L Pinheiro" <diogolp@comcast.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: What is the difference between treatreg ts and simply including IMR on an outcome equation?
Date   Thu, 18 Aug 2011 14:01:54 -0400

Hello, everyone

I've read the help and the manual on the treatreg command and I am still
unclear on something. If my understanding of the manual is correct, what the
treatreg command with the two step option does is obtain a hazard (the
inverse Mills ratio) from the first stage equation and include in the
outcome equation. Is that correct? If so, how would that be different from
estimating the IMR and then including it in an outcome equation separately?

The reason I ask is because I am trying to estimate a model that has 2
potentially endogenous binary variables on the right hand side, and treatreg
two step only allows for one treatment equation. If all it does is estimate
the hazard and include it in the estimations, then I could do that
separately for each potentially endogenous variable.

Thanks in advance

Diogo

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