Hi. I am new to Stata, so please pardon me if this is a doltish
question. I am running a two-step treatment-controlled regression and
I want to correct for heteroskedasticity. I have been told that
using "robust" after the treatreg command and varlist is the only
simple way to do this. But it appears, from the on-line help, that
robust cannot be used with two-step.
Please let me know if there is a simple way to control for
heteroskedastic errors using a two-step treatreg command. My
regression is below:
treatreg ln_price ln_acres waterfront improvements imp_lnacres
dist_mad dist_lnacres jeff jeff_lnacres col col_lnacres sauk
sauk_lnacres year2 year3 year2_lnacres year3_lnacres , twostep treat
(easement_yn = acres dist_mad vacant)
Thanks!
Kate
_______________________________________________
Kathryn Anderson
Department of Agricultural and Applied Economics
University of Wisconsin-Madison
427 Lorch Street
Madison, WI 53706-1513
fax: 608-262-4376
[email protected]
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