Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: biprobit vs treatreg2
From
"Andrea Morescalchi" <[email protected]>
To
[email protected]
Subject
st: biprobit vs treatreg2
Date
Sun, 27 Feb 2011 12:59:31 +0100
Dear all,
I am estimating a model with a binary outcome variable and
an endogenous discrete regressor, which can be either
binary or multinomial. The multinomial case, i.e. when my
regressor has more than two states, is covered by the
command - mtreatreg - which uses maximum simulated
likelihood methods.
Anyway, this command does not seem to support the case of
a binary treatment which apparently was supported by the
"obsolete" command - treatreg2 -. Unfortunately, it seems
that treatreg2, while allowing a binary-treatment, does
not allow yet a probit for the outcome. Moreover, the
basic - treatreg - command is thought to be applied only
for continuous outcome. In the end, it seems to me that
the only command I can use for the binary-treatment case
is - biprobit - (unless of course I assume exogeneity of
the treatment).
Is my understanding correct or there is a way to use a
treatment-effect estimator for the probit/binary-treatment
case?
I Thank you very much for your attention
Andrea
*
* 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/