Kim
I do not know if I understand your question well. I think that I had a
similar problem: estimating the effect of a social policy (a government
program to combat poverty) on an indicator of food security. Participation
in the program is defined as a dummy variable (P) and Y is the indicator of
food security which is also a dummy. The first equation is a logit model:
Ln (p / (1-p)) = beta0 + beta1 * P + beta2 * X1 + ... + betap * Xp + u (1)
Where p is the probability of being in a situation of food security.
P is a dummy of selection in the program
Clearly here P is endogenous because participation in the program is
determined by the situation of food security of the household. Then I used a
second equation:
Ln (q / (1-q)) = gamma0 + gamma1 * M1 + ... + gammap * Mp + v (2)
Where q is the selection probability in the program and M1 ,..., Mp are
explanatory factors for this participation. This equation is the first stage
of an estimation by instrumental variables in two stages. I replaced the
estimate of q obtained through the logit model (2) in place of P variable in
the logit model (1).
I wonder if this helps you and also on the part of any list member if there
is any flaw in this econometric method.
Henrique Neder
-----Mensagem original-----
De: [email protected]
[mailto:[email protected]] Em nome de
[email protected]
Enviada em: segunda-feira, 19 de novembro de 2007 23:04
Para: [email protected]
Assunto: st: treatreg model with binary outcomes
Hi all!
I want to run a treatment effects model. I have binary outcome
variables for both parts of a two-stage model. Essentially, I have
this:
W=Y+x1...xi+e where Y=Z+x1...x1+e
My outcome of interest is W (binary) and it is predicted by Y (binary)
and control variables x1...xi. Y is predicted by an instrumental
variable Z (continuous, unrelated to W) and the the same set of control
variables x1...xi (predictive of both W and Y).
It is my understanding that the treatreg command is appropriate only
for a continuous outcome variable. I have tried looking at the
biprobit command but I have not been able to figure out if that is the
appropriate model to use. If so, which model gets the x1---xi
variables?
--
Kim Manturuk
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