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.


Issue Date:
2006
Publication Type:
Journal Article
DOI and Other Identifiers:
st0114 (Other)
Record Identifier:
http://ageconsearch.umn.edu/record/119242
PURL Identifier:
http://purl.umn.edu/119242
Published in:
Stata Journal, Volume 06, Number 4
Page range:
521-529
Total Pages:
9

Record appears in:



 Record created 2017-04-01, last modified 2018-01-22

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