Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Bootstrap in two-stage models


From   nolwenn roudaut <nolwenn.roudaut@univ-tlse1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrap in two-stage models
Date   Fri, 18 Feb 2005 10:45:58 +0100

Dear All,

I want to estimate a treatment effect model, a two-stage model with a probit
model in the first and an OLS in the second.

I cannot use the 'treatreg' stata program as some of my hypothesis are different
from the classical ones.
So I need to compute the two-step corrected variance-covariance matrix "by
hand".

One way to do this is to use the Murphy-Topel correction procedure. (I thank a
statalister that provided me his program last month).

Another way (and this is the one I am interested in) is to use bootstrap
technics.
Does anyone knows how to implement this method?

Nolwenn



----------------------------------------------------------------
This message was sent using IMP, the Internet Messaging Program.

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/




© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index