Dear HyeJee
I don't believe there is enougth information in your post for me to attempt
to answer your question.
First of all, do you use the -twostep- option in -treatreg- or not?
Second, what MLE two step model are you estimating?
If you want, you can write down the two models using yvar1, yvar2, var1,
var2, var3...
Best,
Renzo
*From "CHO,HYE-JEE" <[email protected]>
To [email protected]
Subject st: 'treatreg' questions
Date Fri, 28 Nov 2003 02:21:27 -0800
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Hello,
I am using treatment effects model to assess the impact of IMF programs on
fiscal balance. I use the command "treatreg" in STATA, and when I use a
two-step estimator I get totally different results from a MLE estimator
(i.e. the coefficient for the IMF programs is significant at 1% level when
I use MLE, but is not significant in the two-step). Why do I get such
different results and what would be the implication, if any, of such
difference in light of endogeneity and selection bias?
Also , I do not get a Wald chi-sqaure value when I use MLE model. What
would be the problem?
I would be very grateful to receive your comments.
Thank you very much,
HyeJee
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