Dann: Many thanks for the quick response. I'll take a look at this
article as soon as I can get it. It turns out that our library at UNC
doesn't carry this journal, but I'll explore some other option. Regards,
Ron.
--On Friday, January 03, 2003 2:47 PM -0600 DL Millimet
<[email protected]> wrote:rrr
> if you look at the special issue of Jrnl of Eco Perspectives that has
> about 10 articles on various econometric models from a year or so ago,
> there is one on IV methods by Angrist and Kreuger. In there, they state
> that for cases of endog. dummy variable, one is better off estimating the
> first stage as a linear probability model, assuming my memory recalls
> this correctly, since the second-stage is consistent no matter what,
> whereas if the first-stage is a probit/logit, the second-stage is only
> consistent if the probit/logit model is the "correct" model. if i have
> this right, this may mean you are fine using the ivreg2 command, and its
> overid test.
>
> am i right on this?
>
> dann
>
>
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]]On Behalf Of Ron Venezie
> Sent: Friday, January 03, 2003 1:55 PM
> To: [email protected]
> Subject: st: diagnostics for the treatreg procedure
>
>
> I am evaluating a preventive program using the treatreg procedure in Stata
> 7.0. My outcome variable is continuous, and participation in the
> preventive program is indicated by an endogenous dummy variable. Is
> anyone aware of a way to test for overidentifying restrictions after using
> the treatreg procedure? My search of the Stata manual and FAQ list turned
> up nothing.
>
> Ron Venezie
> Post-doctoral Fellow
> Sheps Center for Health Services Research
> UNC-Chapel Hill
>
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