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st: First stage regression analysis in treatment effect model


From   "Maoyong Fan" <[email protected]>
To   "statalist" <[email protected]>
Subject   st: First stage regression analysis in treatment effect model
Date   Fri, 16 Jul 2004 12:57:48 -0700

Dear Friends:

	How could I know if the first step (selection step) is good or not in treatreg?  I need to know this because if the first step is badly fitted, the whole model is meaningless.  Is there a way in stata to analyze the first step?

For example: (this is a limdep output)

Frequencies of actual & predicted outcomes   
Predicted outcome has maximum probability.   
                                             
            Predicted                        
                                             
Actual       0     1       TOTAL             
                                             
  0      11567    26       11593             
  1        626    29         655             
                                             
Total    12193    55       12248             
	

Warm regards,

Maoyong				


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