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Re: st: how to obtain Murphy and Topel asymptotic variance and covariance matrix in stata


From   "Hyojoung Kim" <hyojoung@u.washington.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: how to obtain Murphy and Topel asymptotic variance and covariance matrix in stata
Date   Mon, 13 Sep 2004 15:28:53 -0700

Mark and other statalisters,

it looks like your suggested James Hardin article deals with the standwich
estimates of variance, which is asymptotically equivalent to Murphy-Topel.
Isn't there any way I could obtain exactly the Murphy-Topel correction?

hyojoung

Hyojoung Kim
Assistant Professor of Sociology
University of Washington
202 Savery Hall, Box 353340
Seattle, WA 98195-3340
(Phone) 206-543-9644
(Fax) 206-543-2516
(E-mail) hyojoung@u.washington.edu
----- Original Message ----- 
From: "Mark Schaffer" <M.E.Schaffer@hw.ac.uk>
To: <statalist@hsphsun2.harvard.edu>; "Hyojoung Kim"
<hyojoung@u.washington.edu>
Sent: Monday, September 13, 2004 2:14 PM
Subject: Re: st: how to obtain Murphy and Topel asymptotic variance and
covariance matrix in stata


> Hyojoung,
>
> Have you looked at James Hardin's article in the Stata Journal (2002)?
> The abstract can be found at
>
> http://www.stata-journal.com/abstracts/st0018.pdf
>
> At it's a Stata Journal paper, it's likely to be pretty specific about how
> to go about implementing these variance estimators in Stata.
>
> Hope this helps.
>
> Cheers,
> Mark
>
> Quoting Hyojoung Kim <hyojoung@u.washington.edu>:
>
> > Dear statalisters,
> >
> > i am a new member of the list and in need of your help in obtaining
> > K.M.
> > Murphy and R.H. Topel's (1985) asymptotic variance-covariance matrix
> > so as
> > to conduct a statistical significance test in a dichotomous probit
> > model and
> > in a negative binomial model.
> >
> > The models I work with are bivarite probits defined in the
> > following:
> >
> > Y1i = Xi*beta + ui
> > Y2i = Xi*gamma + uihat*lambda + ei
> >
> > where Y1i is insurance coverage choice and Y2i is the
> > presence/absence of
> > car accidents. The key is to determine the statistical significance
> > of
> > lambda for uihat in the second equation while using Murphy and
> > Topel's
> > (1985) asymptotic variance-covariance matrix.
> >
> > Alternatively, I also define Y2i in the second equation as a count
> > of
> > accidents instead of a dummy. In this case, should I have to
> > follow
> > different procedures to test the statistical significance with
> > Murphy and
> > Topel's (1985)? If so, how?
> >
> > I thank you for the help in advance.
> >
> > hyojoung
> >
> > Hyojoung Kim
> > Assistant Professor of Sociology
> > University of Washington
> > 202 Savery Hall, Box 353340
> > Seattle, WA 98195-3340
> > (Phone) 206-543-9644
> > (Fax) 206-543-2516
> > (E-mail) hyojoung@u.washington.edu
> >
> > *
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> >
>
>
>
> Prof. Mark Schaffer
> Director, CERT
> Department of Economics
> School of Management & Languages
> Heriot-Watt University, Edinburgh EH14 4AS
> tel +44-131-451-3494 / fax +44-131-451-3008
> email: m.e.schaffer@hw.ac.uk
> web: http://www.sml.hw.ac.uk/ecomes
> ________________________________________________________________
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