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From | Austin Nichols <austinnichols@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Modeling proportion with endogenous treatment indicator |
Date | Fri, 10 Sep 2010 17:33:45 -0400 |
Guy Grossman <guygrossman1@gmail.com>: I would start with -ivreg2- (on SSC) and use robust SEs (or cluster-robust); the coefficients will certainly be easy to interpret as dp/dX. But see http://www.stata.com/meeting/snasug08/abstracts.html#wooldridge for panel models with fractional outcomes and instruments. On Fri, Sep 10, 2010 at 5:25 PM, Guy Grossman <guygrossman1@gmail.com> wrote: > Dear Stata list - > > I am using Stata 10.1 on Mac and am seeking advice about the best way > to fit the following model: > > Yij = bo + b1 * Tj + b2 * Ci + b3 * Cj + eij + ej > > Tj = v0 + v1 * Zj + epsilon j, where... > > > Yij = the dependent variable is a proportion (0<Yij <1), for person i > from group j. > > Zj = encouragement to take up one of two types of treatment - applied > at the group level j . Zj is binary: groups are either encouraged to > take up Zj=0 or Zj=1. > > Tj = treatment take up - takes place at the group level j. Tj is > binary (Tj=0 or Tj =1). Take up rates are about 80% for both > treatments. > > Ci = control variables at the individual level i > > Cj = control variables at the group level j > > The idea is to apply an encouragement research design, using Zj as an > instrumental variable for Tj. > > Given the nature of the dependent variable (proportion), my question > is how is it best to fit the model in Stata. In the past I have used > the glm command with link(logic) and family (bin) to fit a model with > a dependent variable that was a proportion, but the independent > variables were all exogenous. Is there a way to fit a glm with an > endogenous independent variable? Is it possible to use treatreg with > DV which is a proportion? > > I look forward for your astute recommendations. > Thanks! > Guy * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/