Hello again,
Thank you for your response, Renzo. Here is what I am trying to do: I am
trying to estimate two different types of treatment effects model. One is a
maximum likelihood model and the other is a two-step model.
The STATA command for the maximum likelihood model is:
.treatreg depvar1 [varlist1], treat [depvar2=varlist2]
(for treatreg, MLE is the default)
The command for the two-step model is:
.treatreg depvar1 [varlist1], treat [depvar2=varlist2] twostep
Thank you,
HyeJee
Quoting Renzo Comolli <[email protected]>:
> Dear HyeJee
>
> I don't believe there is enougth information in your post for me to
> attempt
> to answer your question.
> First of all, do you use the -twostep- option in -treatreg- or not?
> Second, what MLE two step model are you estimating?
> If you want, you can write down the two models using yvar1, yvar2, var1,
> var2, var3...
>
> Best,
> Renzo
>
> *From "CHO,HYE-JEE" <[email protected]>
> To [email protected]
> Subject st: 'treatreg' questions
> Date Fri, 28 Nov 2003 02:21:27 -0800
>
>
----------------------------------------------------------------------------
> ----
>
> Hello,
>
> I am using treatment effects model to assess the impact of IMF programs
> on
> fiscal balance. I use the command "treatreg" in STATA, and when I use a
> two-step estimator I get totally different results from a MLE estimator
> (i.e. the coefficient for the IMF programs is significant at 1% level
> when
> I use MLE, but is not significant in the two-step). Why do I get such
> different results and what would be the implication, if any, of such
> difference in light of endogeneity and selection bias?
>
> Also , I do not get a Wald chi-sqaure value when I use MLE model. What
> would be the problem?
>
> I would be very grateful to receive your comments.
>
> Thank you very much,
> HyeJee
>
>
>
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