Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: Treatreg with probit


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: Treatreg with probit
Date   Tue, 5 Jul 2011 17:42:28 -0400

John Antonakis <[email protected]>:
You have a binary outcome and a single binary endogenous variable?
With excluded instruments?
This is sometimes called the triangular simultaneous equation model,
and -biprobit- handles it, as does -cmp-.
Do not manually include a hazard estimate in a second stage probit!

N.B. Heckman-type models with some missing outcomes are essentially
equivalent to treatment-effect-type models;
compare methods and formulas in e.g. [R] treatreg and [R] heckman,
esp. for two-step estimators--
one augments the regression with the first-stage hazard (generalized
residual) in either case.

On Tue, Jul 5, 2011 at 5:18 PM, John Antonakis <[email protected]> wrote:
> 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.
>
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index