Statalist


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

R: st: info on treatment effects model


From   Luca Tiberti <luca.tiberti@unifi.it>
To   statalist@hsphsun2.harvard.edu
Subject   R: st: info on treatment effects model
Date   Fri, 31 Aug 2007 16:13:42 +0200

To my modest knowledge about this topic, ivreg commands are used for
instrumental variable models rather than treatment effects model as
treatreg or biprobit do.
I am using a treatment effects model.

Thanks,
Luca



-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Austin
Nichols
Inviato: 31 August 2007 15:59
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: info on treatment effects model

Luca--
You can use -ivreg2- or -ivregress-; the fact that the endogenous
variable/s is/are binary does not affect consistency of the IV
estimator, and you can generate new instruments to improve efficiency
(but beware of pernicious weak instruments problems). See e.g. pages
49-50 of
http://www.stata.com/meeting/6nasug/causal.pdf

On 8/31/07, Luca Tiberti <luca.tiberti@unifi.it> wrote:
> I have a model where the dependent variable is continuous and more
than one
> regressor endogenous and binary. I know that with only one endogenous
> regressor I should use the command "treatreg"; which command is
suitable
> with more than one endogenous binary regressor?
*
*   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/

No virus found in this incoming message.
Checked by AVG Free Edition. 
Version: 7.5.484 / Virus Database: 269.13.0/980 - Release Date:
30/08/2007 18:05
 

No virus found in this outgoing message.
Checked by AVG Free Edition. 
Version: 7.5.484 / Virus Database: 269.13.0/980 - Release Date:
30/08/2007 18:05
 

*
*   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 1996–2025 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index