Calculating Murphy–Topel variance estimates in Stata: A simplified procedure
Hole, Arne Risa
2006

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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.

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Title Calculating Murphy–Topel variance estimates in Stata: A simplified procedure
Keywords
Author(s) Hole, Arne Risa
Subject(s)
Issue Date 2006
Publication Type Journal Article
DOI and Other Identifiers 10.22004/ag.econ.119242
st0114 (Other)
Record Identifier https://ageconsearch.umn.edu/record/119242
PURL Identifier http://purl.umn.edu/119242
Published in Stata Journal
Volume 06
Issue 4
Page Range 521 - 529
Total Pages 9
Record Appears in Stata Journal

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