Dear Statalisters,
try this in Stata:
****************************************************************************
*************
webuse labor, clear
generate wc = 0
replace wc = 1 if we > 12
**********
* ML
qui{
treatreg ww wa cit, treat(wc=wmed wfed) first
predict treatprob, ptrt
prob wc wmed wfed
predict probit
}
compare tre pro
**********
* 2-step
qui{
treatreg ww wa cit, treat(wc=wmed wfed) first two
predict treatprob2, ptrt
}
compare treatprob2 pro
l tre* pro in 20/30
****************************************************************************
*************
and let me know: why are the first stage probit predicitions different
between the ML and the conventional probit but not between the twostep and
the conventional probit? Am I missing something here?
Thanks in advance,
Martin Weiss
_________________________________________________________________
Diplom-Kaufmann Martin Weiss
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Germany
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