May you help me to write that part of the program, please?
Thanks so
much
----Messaggio originale----
Da: [email protected]
Data: 16-giu-
2007 22.11
A: <[email protected]>
Ogg: Re: st: Murphy-
Topel estimation in linear model
No, it isn't that much different: you
make a prediction using the
vector of 1's times the coefficient from
the first stage, and you
don't have a constant in your second
regression. So you just need to
have _one's and nocons sorted out
properly.
On 6/15/07, [email protected]
<[email protected]> wrote:
> Dear statalisters,
>
> I red both
the Hardin's and Hole's articles, but
> I
> need an help for the
following two step model:
>
> First step:
>
> y=alpha+beta*x+e
>
>
Second step:
>
> z=gamma*alphahat+b'x'+e'
>
> where the
> parameter of
interest is gamma. If I use this 2-step model it'll
> result
> in an
underestimation of the errors, so I need to use the
> Murphy and
>
Topel estimation for the standard errors. This is
> different from
what
> I saw in the article, so may you help me please?
>
> Thank you
>
M.
>
>
> *
> * 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/
>
--
Stas Kolenikov
http://stas.kolenikov.name
*
* 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/
*
* 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/
