Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity

We outline a fairly simple method to obtain in Stata Murphy–Topel-corrected variances for a two-step estimation of a heckprobit model with endogeneity in the main equation. The procedure uses predict’s score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002, Stata Journal 2: 253–266) and Hole (2006, Stata Journal 6: 521–529).


Issue Date:
2010
Publication Type:
Journal Article
DOI and Other Identifiers:
Record Identifier:
https://ageconsearch.umn.edu/record/152310
PURL Identifier:
http://purl.umn.edu/152310
Published in:
Stata Journal, 10, 2
Page range:
252-258
Total Pages:
7

Record appears in:



 Record created 2017-04-01, last modified 2020-10-28

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