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st: specification for an endogenous variable in - treatreg -


From   "[ks_c_5601-1987] 조유리(Yuri Jo)" <blackjo@business.kaist.ac.kr>
To   statalist@hsphsun2.harvard.edu
Subject   st: specification for an endogenous variable in - treatreg -
Date   Wed, 12 Dec 2007 19:57:14 +0900

Dear all,
 
Is there any constraint on first stage specification in - treatreg- procedure?
 
This is my specification.
 
Y = a + bX1 + cX2 + dW + e1 : y is continous
 
W = e + fX1 + gZ1 + e2 : W is an endogenous binary variable
 
Note that X1 is in both equations and X2 and Z1 is in only one equation.
 
So...is next command right?
 
treatreg y x1 x2, treat (w=x1 z1) 
 
While IV estimation needs all the exogenous variables in the first stage,
 
I am not sure whether - treatreg - estimation require any constraint on first-stage specification.
 
Thanks in advance.
 
 
Yuri
 



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