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Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity

Author

Listed:
  • Juan Muro

    (Universidad de Alcala)

  • Cristina Suarez

    (Universidad de Alcala)

  • Marıa del Mar Zamora

    (Universidad de Alcala)

Abstract

We outline a fairly simple method to obtain in Stata Murphy–Topel- corrected variances for a two-step estimation of a heckprobit model with endo- geneity in the main equation. The procedure uses predict’s score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002, Stata Journal 2: 253–266) and Hole (2006, Stata Journal 6: 521–529). Copyright 2010 by StataCorp LP.

Suggested Citation

  • Juan Muro & Cristina Suarez & Marıa del Mar Zamora, 2010. "Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity," Stata Journal, StataCorp LP, vol. 10(2), pages 252-258, June.
    • Handle: RePEc:tsj:stataj:v:10:y:2010:i:2:p:252-258
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    References listed on IDEAS

    as
    1. Arne Risa Hole, 2006. "Calculating Murphy-Topel variance estimates in Stata: A simplified procedure," Stata Journal, StataCorp LP, vol. 6(4), pages 521-529, December.
    2. Murphy, Kevin M & Topel, Robert H, 2002. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 88-97, January.
    3. William Greene, 1998. "Gender Economics Courses in Liberal Arts Colleges: Comment," Working Papers 98-06, New York University, Leonard N. Stern School of Business, Department of Economics.
    4. James W. Hardin, 2002. "The robust variance estimator for two-stage models," Stata Journal, StataCorp LP, vol. 2(3), pages 253-266, August.
    5. William H. Greene, 1998. "Gender Economics Courses in Liberal Arts Colleges: Further Results," The Journal of Economic Education, Taylor & Francis Journals, vol. 29(4), pages 291-300, January.
    6. Lahiri, Kajal & Schmidt, Peter, 1978. "On the Estimation of Triangular Structural Systems," Econometrica, Econometric Society, vol. 46(5), pages 1217-1221, September.
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    2. Jhon James Mora & María Paola Ulloa, 2011. "Calidad del empleo en las principales ciudades colombianas y endogeneidad de la educación," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 13(25), pages 163-177, July-Dece.
    3. Erlinghagen, Marcel & Şaka, Belit & Steffentorweihen, Ina, 2015. "Führungspositionen im Ehrenamt: Ein weiterer Bereich der Benachteiligung von Frauen?," Duisburger Beiträge zur soziologischen Forschung 2015-03, University of Duisburg-Essen, Institute of Sociology.

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