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st: heteroskedasticity with treatreg

From   KATHRYN GREGORY ANDERSON <[email protected]>
To   [email protected]
Subject   st: heteroskedasticity with treatreg
Date   Wed, 12 Jan 2005 19:56:06 -0600

Hi.  I am new to Stata, so please pardon me if this is a doltish 
question.  I am running a two-step treatment-controlled regression and 
I want to correct for heteroskedasticity.  I have been told that 
using "robust" after the treatreg command and varlist is the only 
simple way to do this.  But it appears, from the on-line help, that 
robust cannot be used with two-step.  

Please let me know if there is a simple way to control for 
heteroskedastic errors using a two-step treatreg command.  My 
regression is below:

treatreg ln_price ln_acres  waterfront  improvements imp_lnacres 
dist_mad dist_lnacres  jeff jeff_lnacres col col_lnacres sauk 
sauk_lnacres year2 year3 year2_lnacres year3_lnacres ,  twostep treat
(easement_yn = acres dist_mad vacant) 


Kathryn Anderson
Department of Agricultural and Applied Economics
University of Wisconsin-Madison
427 Lorch Street
Madison, WI 53706-1513
fax: 608-262-4376
[email protected]

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