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st: correction of standard errors / generated regressors


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.


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