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: [email protected]
[mailto:[email protected]] Per conto di Austin
Nichols
Inviato: 31 August 2007 15:59
A: [email protected]
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 <[email protected]> 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?
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