Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: treatment effects models with panel data and endogenous regressors


From   [email protected]
To   [email protected]
Subject   st: treatment effects models with panel data and endogenous regressors
Date   Thu, 21 Dec 2006 19:33:11 +0100

Dear all,
I�m using panel data and I am going to estimate the following main equation

Y=a+ bX+dD+u

where the dependent variable is continous and observed for all observations in 
the data; the vector X includes some endogenous and some exogenous regressors, 
and the key explanatory variable is D: a dummy variable which is coded one if 
a country undergoes a �treatment�, and zero otherwise. Since the treatment is 
not random, I have to account for potential selection bias. So far I have been 
using the STATA command �treatreg�, which allows to estimate the treatment and 
the main equations simultaneously. Is there the possibility to account for the 
panel nature of the data (i.e. country heterogeneity) and endogeneity of some 
regressors in the main equation?
Thank you very much for your help!
Kind Regards
Mariarosaria


-------------------------------------------------
This mail sent through IMP: http://horde.org/imp/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index