Jennifer,
Quoting Jennifer Alix <[email protected]>:
> Hello,
>
> Does anyone know if there is a way to specify two different
> regression
> equations for the treatreg command? That is to say, I have a
> problem where
> regime choice is known, but once the selection is made, the two
> different
> groups have entirely different behaviors. Treatreg (and heckman)
> seem only
> to offer the option of one second-stage regression equation.
>
> Thanks,
> Jennifer
The closest thing to what you want that is available (and that I'm aware
of) is Fred Zimmerman's -switchr-, which estimates a switching regression.
The 2 "second-stage" regressions (a bit of a misnomer because everything is
simultaneous) have to have the same regressors but the coefficients can be
completely different.
-findit switchr- for more details.
Hope this helps.
--Mark
>
>
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> * http://www.ats.ucla.edu/stat/stata/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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