Calculating Murphy-Topel variance estimates in Stata: A simplified procedure

Building on the work by Hardin (Stata Journal 2: 253–266), this note shows how the calculation of the Murphy-Topel variance estimator for two-step models can be simplified in Stata by using the scores option of predict. Copyright 2006 by StataCorp LP.

MoreLess

Year of publication:	2006
Authors:	Hole, Arne Risa
Published in:	Stata Journal. - StataCorp LP. - Vol. 6.2006, 4, p. 521-529
Publisher:	StataCorp LP
Subject:	two-step estimation \| Murphy-Topel estimator

More details

Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005748396