A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata
AbstractWe outline a fairly simple method to obtain in Stata Murphy-Topel corrected variances for a twostep estimation of a heckprobit model with endogeneity in the main equation. The procedure utilizes the score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002) and Hole (2006).
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Bibliographic InfoPaper provided by Universidad de Alcalá, Departamento de Economía. in its series Alcamentos with number 0804.
Length: pages 15
Date of creation: 2008
Date of revision: Jul 2009
Find related papers by JEL classification:
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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