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Correcting Standard Errors in Two-Stage Estimation Procedures with Generated Regressands

  • M. DUMONT
  • G. RAYP

    ()

  • P. WILLEMÉ
  • O. THAS

The procedure proposed by Feenstra and Hanson (1997) to correct the standard errors in a two-stage regression with generated dependent variables does not guarantee positive variances. We propose a modified correction procedure such that standard errors can always be computed.

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File URL: http://wps-feb.ugent.be/Papers/wp_03_172.pdf
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Paper provided by Ghent University, Faculty of Economics and Business Administration in its series Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium with number 03/172.

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Length: 20 pages
Date of creation: Apr 2003
Date of revision:
Handle: RePEc:rug:rugwps:03/172
Contact details of provider: Postal: Hoveniersberg 4, B-9000 Gent
Phone: ++ 32 (0) 9 264 34 61
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Web page: http://www.ugent.be/eb

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  1. Haskel, Jonathan & Slaughter, Matthew J, 2001. "Trade, Technology and U.K. Wage Inequality," Economic Journal, Royal Economic Society, vol. 111(468), pages 163-87, January.
  2. Haskel, Jonathan E. & Slaughter, Matthew J., 2002. "Does the sector bias of skill-biased technical change explain changing skill premia?," European Economic Review, Elsevier, vol. 46(10), pages 1757-1783, December.
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