Calculating Murphy-Topel variance estimates in Stata: A simplified procedure

Arne Hole ()

Stata Journal, 2006, vol. 6, issue 4, pages 521-529

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. Copyright 2006 by StataCorp LP.

Keywords: two-step estimation; Murphy-Topel estimator (search for similar items in EconPapers)
Date: 2006

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