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Re: st: heteroskedasticity with treatreg

From   "Mark Schaffer" <[email protected]>
To   [email protected]
Subject   Re: st: heteroskedasticity with treatreg
Date   Thu, 13 Jan 2005 11:55:41 -0000


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.


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]
> *
> *   For searches and help try:
> *
> *
> *

Prof. Mark E. Schaffer
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
44-131-451-3485 CERT administrator

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