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.
Volume (Year): 6 (2006)
Issue (Month): 4 (December)
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