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Re: st: Treatreg with probit


From   John Antonakis <John.Antonakis@unil.ch>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Treatreg with probit
Date   Tue, 05 Jul 2011 23:18:25 +0200

Hi:

Yip; I know of -cmp- and have recommended it in the past to others. It does do Heckman-type tobit models (with censoring on y), though it doesn't seem to me that it can do treatment effect-type models (where y is observed in the treated and non-treated group)--or did I misread the help file?

Best,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


On 05.07.2011 18:50, Guy Grossman wrote:
did you check the user written cmp command ---findit cmp --?
Guy

On Tue, Jul 5, 2011 at 12:28 PM, John Antonakis<John.Antonakis@unil.ch>  wrote:
Hi:

Is anyone aware of a Stata command that can handle a -treatreg- (i.e., endogenous selection in the first stage) with a probit in the second stage?

If there is no such command, I will generate lamda manually and include it as a control in a second stage probit. Would it be enough to bootstrap the SEs if I did it manually?

Thanks,
J.

__________________________________________

Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Switzerland
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305
http://www.hec.unil.ch/people/jantonakis

Associate Editor
The Leadership Quarterly
__________________________________________


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