The robust variance estimator for two-stage models
AbstractThis article discusses estimates of variance for two-stage models. We present the sandwich estimate of variance as an alternative to the Murphy-Topel estimate. The sandwich estimator has a simple formula that is similar to the formula for the Murphy ÐTopel estimator,and the two estimators are asymptotically equal when the assumed model distributions are true. The advantages of the sandwich estimate of variance are that it may be calculated for the complete parameter vector, and that it requires estimating equations instead of fully specified log likelihoods. Copyright 2002 by Stata Corporation.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by StataCorp LP in its journal Stata Journal.
Volume (Year): 2 (2002)
Issue (Month): 3 (August)
Contact details of provider:
Web page: http://www.stata-journal.com/
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Murphy, Kevin M & Topel, Robert H, 1985. "Estimation and Inference in Two-Step Econometric Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(4), pages 370-79, October.
- Karpaty, Patrik & Gustavsson Tingvall, Patrik, 2011.
"Offshoring of Services and Corruption: Do Firms Escape Corrupt Countries?,"
2011:2, Örebro University, School of Business, revised 28 May 2012.
- Karpaty, Patrik & Tingvall, Patrik Gustavsson, 2011. "Offshoring of Services and Corruption: Do Firms Escape Corrupt Countries?," Working Paper Series in Economics and Institutions of Innovation 243, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies.
- Karpaty, Patrik & Gustavsson Tingvall, Patrik, 2012. "Offshoring of Services and Corruption: Do Firms Escape Corrupt Countries?," Ratio Working Papers 192, The Ratio Institute.
- Ana Sílvia de Matos Vaz, 2012. "Interpersonal Influence Regarding the Decision to Vote Within Mozambican Households," CSAE Working Paper Series 2012-14, Centre for the Study of African Economies, University of Oxford.
- Natália Barbosa & Ana Faria, 2008. "Technology adoption: does labour skill matter? Evidence from Portuguese firm-level data," Empirica, Springer, vol. 35(2), pages 179-194, April.
- Oren Rigbi, 2012. "The Effects of Usury Laws: Evidence from the Online Loan Market," Working Papers 1204, Ben-Gurion University of the Negev, Department of Economics.
- Elettra PALAZZESI & Andrea COVELLI & Giovanni CASCIELLO, 2014. "On The Volatility As A Determinant Of The Financial Crisis," Curentul Juridic, The Juridical Current, Le Courant Juridique, Petru Maior University, Faculty of Economics Law and Administrative Sciences and Pro Iure Foundation, vol. 57, pages 101-109, June.
- Tingvall, Patrik, 2011. "Dynamic Effects of Corruption on Offshoring," Ratio Working Papers 182, The Ratio Institute.
- Alwyn Young, 2012. "The African Growth Miracle," NBER Working Papers 18490, National Bureau of Economic Research, Inc.
- Zhao, Zhenxiang & Kaestner, Robert, 2010.
"Effects of urban sprawl on obesity,"
Journal of Health Economics,
Elsevier, vol. 29(6), pages 779-787, December.
- Ana Silvia de Matos Vas, 2012. "Interpersonal Influence Regarding the Decision to Vote Within Mozambican Households," Economics Series Working Papers WPS/2012-14, University of Oxford, Department of Economics.
- 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.
- repec:ese:iserwp:2006-20 is not listed on IDEAS
- Atsushi Sekine & Takayuki Tsuruga, 2014. "Effects of Commodity Price Shocks on Inflation: A Cross Country Analysis," Discussion papers e-13-006, Graduate School of Economics Project Center, Kyoto University.
- Heimeshoff, Mareike & Schreyögg, Jonas, 2013. "Estimation of a physician practice cost function," hche Research Papers 2013/07, Hamburg Center for Health Economics (hche), University of Hamburg.
- Kjetil Telle, 2009. "The threat of regulatory environmental inspection: impact on plant performance," Journal of Regulatory Economics, Springer, vol. 35(2), pages 154-178, April.
- Laursen, Keld & Salter, Ammon J., 2014. "The paradox of openness: Appropriability, external search and collaboration," Research Policy, Elsevier, vol. 43(5), pages 867-878.
- Zhelonkin, Mikhail & Genton, Marc G. & Ronchetti, Elvezio, 2012. "On the robustness of two-stage estimators," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 726-732.
- Kureishi, Wataru & Wakabayashi, Midori, 2010. "Why do first-born children live together with parents?," Japan and the World Economy, Elsevier, vol. 22(3), pages 159-172, August.
- Kyoo-il Kim & Jos� Carlos Rodr�guez-Pueblita, 2005. "Are Married Women Secondary Workers? The Evolution of Married Women's Labor Supply in the U.S. from 1983 to 2000: Working Paper 2005-11," Working Papers 17570, Congressional Budget Office.
- Geys, Benny, 2009. "Wars, presidents and popularity: The political cost(s) of war re-examined," Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism" SP II 2009-11, Social Science Research Center Berlin (WZB).
- Neeraj Kaushal & Felix Muchomba, 2013. "How Consumer Price Subsidies affect Nutrition," NBER Working Papers 19404, National Bureau of Economic Research, Inc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F. Baum) or (Lisa Gilmore).
If references are entirely missing, you can add them using this form.