Bookmark and Share

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

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

Re: st: Treatreg with probit

From   John Antonakis <>
Subject   Re: st: Treatreg with probit
Date   Wed, 06 Jul 2011 08:40:48 +0200

Perfect! Just what I wanted. Thanks Guy (and Austin).



Prof. John Antonakis
Faculty of Business and Economics
Department of Organizational Behavior
University of Lausanne
Internef #618
CH-1015 Lausanne-Dorigny
Tel ++41 (0)21 692-3438
Fax ++41 (0)21 692-3305

Associate Editor
The Leadership Quarterly

On 06.07.2011 00:07, Guy Grossman wrote:
John -

I have also found quite useful the working paper by Chiburis, Das, and
Lokshin (2010) "A Practical Comparison of the Bivariate Probit and
Linear IV Estimators"

In addition, if you follow the link the authors provide wrapper for
biprobit (biprobtreat command which allows calculating ATT and ATE).


On Tue, Jul 5, 2011 at 5:42 PM, Austin Nichols<>  wrote:
John Antonakis<>:
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<>  wrote:

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?


*   For searches and help try:

*   For searches and help try:
*   For searches and help try:

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