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cosimo pancaro <firstname.lastname@example.org>
Wed, 20 Apr 2011 13:37:00 +0100 (BST)
I try to replicate the results I obtain from estimating a treatment effects
model by using treatreg-twostep implementing the same operation in two separate
stages. However, when I implement the second stage, i.e. when I run the linear
regression including the hazard as extra regressor, I obtain the same estimated
coefficients but different standard errors which, I believe, are wrong. I obtain
the hazard by using the option hazard(.) with the command treatreg-twostep.
What could I do to obtain correct standard errors?
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