A note on computing Murphy-Topel corrected variances in a heckprobit model with endogeneity in Stata

We outline a fairly simple method to obtain in Stata Murphy-Topel corrected variances for a twostep estimation of a heckprobit model with endogeneity in the main equation. The procedure utilizes the score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002) and Hole (2006).

MoreLess

Year of publication:	2008
Authors:	Muro, Juan ; Suárez, Cristina ; Zamora, María del Mar
Institutions:	Departamento de Economía, Facultad de Ciencias Económicas, Empresariales y Turismo
Subject:	Binary choice model with selectivity and endogenous variables \| two-step estimation in qualitative models \| Murphy-Topel corrected variances \| Stata program

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	Alcamentos.
Type of publication:	Book / Working Paper
Notes:	The price is free Number 0804 pages 15
Classification:	C25 - Discrete Regression and Qualitative Choice Models ; C63 - Computational Techniques
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005059127