Kathryn,
According to the help file, if you call treatreg with the option
iterate(0), you'll get the two-step coefficient estimates, because
the ML optimisation never gets past the two-step starting values.
You should probably check the manual, but combining this with the
robust option may give you what you want.
Hope this helps.
--Mark
Date sent: Wed, 12 Jan 2005 19:56:06 -0600
From: KATHRYN GREGORY ANDERSON <[email protected]>
Subject: st: heteroskedasticity with treatreg
To: [email protected]
Send reply to: [email protected]
> 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)
>
> Thanks!
> Kate
>
> _______________________________________________
> 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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Prof. Mark E. Schaffer
Director
Centre for Economic Reform and Transformation
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS UK
44-131-451-3494 direct
44-131-451-3296 fax
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