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st: Murphy-Topel


From   gc4@duke.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Murphy-Topel
Date   Wed, 18 Sep 2002 17:10:53 -0400 (EDT)

I have two questions regarding James Hardin's article on the Murphy-Topel
estimator in the latest issue of the Stata Journal:

1) with respect to the Sandwich estimator, I am unclear on how the matrix
Cs2 is computed. In particular, I would appreciate if you could clarify
how the relevant columns are identified based on the variables included in
the equations (see page 260);

2) how would the computation of the Sandwich estimator change if I compute
robust standard errors by clustering the observations in the two main
equations?

Thanks,
giacomo

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