Re: st: Treatreg with probit

[Guy Grossman <guygrossman1@gmail.com>]

John -

I have also found quite useful the working paper by Chiburis, Das, and
Lokshin (2010) "A Practical Comparison of the Bivariate Probit and
Linear IV Estimators" https://webspace.utexas.edu/rcc485/www/code.html

In addition, if you follow the link the authors provide wrapper for
biprobit (biprobtreat command which allows calculating ATT and ATE).

HTH,
Guy

On Tue, Jul 5, 2011 at 5:42 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> John Antonakis <John.Antonakis@unil.ch>:
> You have a binary outcome and a single binary endogenous variable?
> With excluded instruments?
> This is sometimes called the triangular simultaneous equation model,
> and -biprobit- handles it, as does -cmp-.
> Do not manually include a hazard estimate in a second stage probit!
>
> N.B. Heckman-type models with some missing outcomes are essentially
> equivalent to treatment-effect-type models;
> compare methods and formulas in e.g. [R] treatreg and [R] heckman,
> esp. for two-step estimators--
> one augments the regression with the first-stage hazard (generalized
> residual) in either case.
>
> On Tue, Jul 5, 2011 at 5:18 PM, John Antonakis <John.Antonakis@unil.ch> wrote:
>> Hi:
>>
>> Yip; I know of -cmp- and have recommended it in the past to others. It does
>> do Heckman-type tobit models (with censoring on y), though it doesn't seem
>> to me that it can do treatment effect-type models (where y is observed in
>> the treated and non-treated group)--or did I misread the help file?
>>
>> Best,
>> J.
>>
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