Hi Cam,
thank you for your help and valuable reference.
In fact, the endogenous variable is continuous in my example.
So -ivreg2- is fit for it. My doubt is whether I can use -treatreg- in this way.
Concretely, my outcome equation is ,
y=a0+a1x1+a2x2+e
where x1 is continuous and endogenous.
Base on the median of x1, I could get x1dummy=(x1>r(p50)).Then put x1dummy as the
dependent variable in the treat equation to calculate lambda.
And at last, reg y x1 x2 lambda.
Is is appropriate?
thank you for any help!
Best regards,
Rose.
----- Original Message -----
From: Cameron McIntosh <[email protected]>
To: STATA LIST <[email protected]>
Subject: RE: st: Can I apply -treatreg- if the endogenous variable iscontinuous?
Date: 2009-8-12 03:24:14
Hi Rose,
Maybe look into cmp, which deals with mixed mode endogenous variables in simultaneous equation models:
http://ideas.repec.org/c/boc/bocode/s456882.html
http://www.stata.com/statalist/archive/2007-10/msg00646.html
Cam
----------------------------------------
> Date: Wed, 12 Aug 2009 01:35:24 +0800
> From: [email protected]
> To: [email protected]
> Subject: st: Can I apply -treatreg- if the endogenous variable is continuous?
>
> I know "A treatment-effects model considers the effect of an endogenously chosen binary treatment on another endogenous continuous variable,conditional on two sets of independent variables".
>
> My doubt is as followings,
>
> If the endogenous variable is continuous, can I apply treatreg?
> Namely, based on mean or median or something else, change the endogenous continuous variable
> as a binary variable in the treat equation to calculate lambda, and then regress the outcome\main equation with the endogenous continuous variable and lambda as independents variables.
>
> Is this application appropriate?
>
> Thank you for any help!
>
> Best regards,
> Rose.
>
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