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st: Heterogeneity in treatment effects


From   shyam basnet <shyamabc2002@yahoo.com>
To   STATAlist <statalist@hsphsun2.harvard.edu>
Subject   st: Heterogeneity in treatment effects
Date   Thu, 19 Jul 2012 11:39:15 -0700 (PDT)

Dear Stata Users,
 
I am working on estimating Average Treatment Effect on treated (ATT) using Nearest-Neighbour matching based on the estimated propensity scores. In covariate set, I have a location dummy variable and the other explanatory variables. The data set consists of two different locations but they are pooled into a single data set. I first ran the propensity score model with logistic regression and then estimated a single parameter coefficient of ATT on outcome variables (like yield, cost). It gives me a homogeneous ATT effect for both locations. But I want to test heterogeneity in ATT estimates across locations. My interest here is to do a test exactly same as Chow test in regression analysis, but here in ATT estimates.
 
I would appreciate for your suggestion of any references or literatures.
 
Thanking you,
 
Sincerely Yours,
 
Shyam Basnet
Nepal

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