Re: st: Treatreg with probit

[John Antonakis <John.Antonakis@unil.ch>]

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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