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st: RE: difference between -heckman- and -treatreg-
Shehzad,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Shehzad Ali
> Sent: 31 August 2008 16:42
> To: [email protected]
> Subject: st: difference between -heckman- and -treatreg-
>
> Hi,
>
> I was wondering if someone can explain the difference between
> how -heckman- and -treatreg are estimated. I understand that
> analysts usually prefer
> -heckman- for sample selection bias and -treatreg- for
> endogeneity bias.
> But I was not sure how the two models are different
> computationally because they both use hazard ratio (or
> inverse Mills). Is hazard ratio different from IMR? Can
> anyone direct me to an article that explains the
> computational and theoretical difference between the two models?
The Stata manual entries are a good place to start.
The difference between the two is that in the case of -treatreg-, you
observe the outcomes for observations that have been treated
("selected"), and you also observe the outcomes for observations that
haven't been treated. In the case of -heckman-, you observe the
outcomes only for observations that get the treatment.
HTH,
Mark
> Thank you,
>
> Shehzad
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