Re: st: Treatreg with two regression equations?

[Jennifer Alix <alix@are.berkeley.edu>]

Thanks for your speedy response Mark.  I've tried the switchr, and it has 
been useful in confirming that I need different variables in my two 
component regressions.  I cringe at the idea of programming this myself, 
but it looks like I'm going to have to commit to those inevitable hours of 
frustration in front of my computer.

Sadly,
Jennifer

At 04:37 PM 3/27/2003 +0000, you wrote:

> Jennifer,
>
> Quoting Jennifer Alix <alix@are.berkeley.edu>:
>
> > 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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> >
>
>
>
> 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: m.e.schaffer@hw.ac.uk
> web: http://www.sml.hw.ac.uk/ecomes
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