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

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  • Arne Risa Hole

    () (Centre for Health Economics, University of York)

Abstract

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.

Suggested Citation

  • 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.
  • Handle: RePEc:tsj:stataj:v:6:y:2006:i:4:p:521-529
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    Citations

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    Cited by:

    1. 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.
    2. 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.
    3. Evangelista, Rinaldo & Lucchese, Matteo & Meliciani, Valentina, 2013. "Business services, innovation and sectoral growth," Structural Change and Economic Dynamics, Elsevier, vol. 25(C), pages 119-132.
    4. Fernando Rios-Avila & Gustavo J. Canavire-Bacarreza, 2017. "Standard Error Correction in Two-Stage Optimization Models: A Quasi-Maximum Likelihood Estimation Approach," DOCUMENTOS DE TRABAJO CIEF 015659, UNIVERSIDAD EAFIT.
    5. Geraci, A. & Fabbri, D. & Monfardini, C., 2014. "Testing exogeneity of multinomial regressors in count data models: does two stage residual inclusion work?," Health, Econometrics and Data Group (HEDG) Working Papers 14/03, HEDG, c/o Department of Economics, University of York.
    6. 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.
    7. 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.
    8. Cristiano PERUGINI & Fabrizio POMPEI, 2009. "Technological change and income distribution in Europe," International Labour Review, International Labour Organization, vol. 148(1-2), pages 123-148, June.
    9. Massimiliano Bratti & Laura Cavalli, 2014. "Delayed First Birth and New Mothers’ Labor Market Outcomes: Evidence from Biological Fertility Shocks," European Journal of Population, Springer;European Association for Population Studies, vol. 30(1), pages 35-63, February.
    10. Libman, Alexander, 2009. "Constitutions, Regulations, and Taxes: Contradictions of Different Aspects of Decentralization," MPRA Paper 15854, University Library of Munich, Germany.
    11. Wasi, Nada & den Berg, Bernard van & Buchmueller, Thomas C., 2012. "Heterogeneous effects of child disability on maternal labor supply: Evidence from the 2000 US Census," Labour Economics, Elsevier, vol. 19(1), pages 139-154.
    12. repec:eee:irlaec:v:51:y:2017:i:c:p:1-11 is not listed on IDEAS
    13. 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.
    14. Trebesch, Christoph & Zabel, Michael, 2017. "The output costs of hard and soft sovereign default," European Economic Review, Elsevier, vol. 92(C), pages 416-432.
    15. Åström, Johanna, 2009. "The Effects of Assortative Mating on Earnings: Human Capital Spillover or Specialization?," HUI Working Papers 34, HUI Research.
    16. John Jerrim & Álvaro Choi & Rosa Simancas Rodríguez, 2014. "Two-sample two-stage least squares (TSTSLS) estimates of earnings mobility: how consistent are they?," Working Papers 2014/35, Institut d'Economia de Barcelona (IEB).
    17. repec:tsj:stataj:v:18:y:2018:i:1:p:206-222 is not listed on IDEAS
    18. 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).
    19. repec:kap:sbusec:v:50:y:2018:i:1:d:10.1007_s11187-017-9885-3 is not listed on IDEAS

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