| From | "Meike Wollni" <mw323@cornell.edu> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: correction of standard errors / generated regressors |
| Date | Wed, 26 Oct 2005 15:44:24 -0400 (EDT) |
I estimate two probit models in the first stage and include the predictions in the second stage (linear regression). How can I adjust the standard errors in the second stage (where I include two generated regressors)? Is there a readily available command in Stata? Thank you. * * 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/