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Re: st: interactions of treatment in treatreg
From
Austin Nichols <[email protected]>
To
[email protected]
Subject
Re: st: interactions of treatment in treatreg
Date
Tue, 6 Jul 2010 08:33:22 -0400
Thanos Mergoupis:
-treatreg- is for a single endogenous binary explanatory variable
(treatment) and a continuous outcome, and does not allow interactions
with treatment. If you had used factor variables, you would have
treatment appearing in two places and it would not converge
(probably). If you hard coded an interaction and included it in the
main equation, you have tricked it into giving you biased and
inconsistent estimates. If you want an interaction, use -ivregress-
or -ivreg2- (SSC) and recognize that now you have at least 2
endogenous explanatory variables (treatment and its interaction) so
you need more excluded instruments.
On Tue, Jul 6, 2010 at 6:32 AM, Maarten buis <[email protected]> wrote:
> --- On Tue, 6/7/10, Thanos Mergoupis wrote:
>> Has anybody noticed that in treatreg, when using
>> interactions of the treatment with variables in the
>> outcome equation, the postestimation predict
>> command that conditions on treatment (or non-treatment),
>> does not condition the interaction terms on treatment (or
>> non-treatment)? It considers the interaction terms just
>> like any other variable, ignoring the fact that they
>> are interactions with the treatment. Does anybody know of
>> any way to make stata recognize them as interactions with
>> the treatment so as to calculate the correct predicted values?
>
> In general yes, see: -help fvvarlist-. However, I don't know
> if this makes sense in the -treatreg- case.
>
> Hope this helps,
> Maarten
>
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