Hi everyone,
I am using eregress to estimate a linear regression with endogenous treatment where the dependent variable is in logs, mostly to satisfy the normality assumption [see code below]. I have a couple of questions regarding the results:
I am using eregress to estimate a linear regression with endogenous treatment where the dependent variable is in logs, mostly to satisfy the normality assumption [see code below]. I have a couple of questions regarding the results:
- What is the appropriate interpretation of the ATE?
- Can the ATE be transformed into levels?
Code:
use http://www.stata-press.com/data/r15/wageed gen lnwage = ln(wage) qui eregress wage c.age##c.age tenure, entreat(college = i.peduc) vce(robust) estat teffects, ate qui eregress lnwage c.age##c.age tenure, entreat(college = i.peduc) vce(robust) estat teffects, ate