Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity
Muro, Juan; Suárez, Cristina; del Mar Zamora, María
2010

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Abstract

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).

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Title Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity
Keywords
Author(s) Muro, Juan
Suárez, Cristina
del Mar Zamora, María
Subject(s)
Issue Date 2010
Publication Type Journal Article
DOI and Other Identifiers 10.22004/ag.econ.152310
st0191 (Other)
Record Identifier https://ageconsearch.umn.edu/record/152310
PURL Identifier http://purl.umn.edu/152310
Published in Stata Journal
Volume 10
Issue 2
Page Range 252 - 258
Total Pages 7
Record Appears in Stata Journal

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