Thanks a lot. This is really helpful.
Best,
Prabal
***************************************************
Prabal Kr. De
Department of Economics, New York University
----- Original Message -----
From: "Rodrigo A. Alfaro" <[email protected]>
Date: Friday, June 29, 2007 11:20 am
Subject: st: Re: robust SE with a twostep option in ivprobit
To: [email protected]
> It is in the help file. You could use jackknifed or boostraped std errors.
> The White-robustness seems not applicable because 2-step does not
> have gradient to evaluate.
>
> /// Example
> sysuse auto
> ivprobit foreign mpg (price = trunk weight length), twostep
> ivprobit foreign mpg (price = trunk weight length), twostep vce(jack)
> /// End
>
> Rodrigo.
>
> ----- Original Message -----
> From: "Prabal Kumar De" <[email protected]>
> To: <[email protected]>
> Sent: Thursday, June 28, 2007 4:44 PM
> Subject: st: robust SE with a twostep option in ivprobit
>
>
> > Is there a way to calculate robust SE with a twostep option in ivprobit?
> > Prabal
> >
> > ***************************************************
> > Prabal Kr. De
> > Department of Economics, New York University
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > ----- Original Message -----
> > From: Benjamin Allaire <[email protected]>
> > Date: Thursday, June 28, 2007 4:19 pm
> > Subject: st: Fixed effects - DD question
> > To: [email protected]
> >
> >
> >> :01C7B9B0]
> >> Sender: [email protected]
> >> Precedence: bulk
> >> Reply-To: [email protected]
> >> Errors-To: [email protected]
> >> Hi there -
> >> I know this is a trivial question, but I'm having trouble figuring
> >> out the
> >> way to fix it - I received a comment on a paper of mine that I should
> >> use
> >> individual level fixed effects, but I'm using the DD technique. I
> >> have grou=
> >> p
> >> A that is treated and a post treatment time dummy.
> >>
> >> xtreg outcome d_groupA d_time_posttreat d_groupA_time_posttreat,
>
> >> i(personid=
> >> )
> >> fe
> >>
> >> And stata dropped the d_groupA variable - my hunch it did that
> >> because in
> >> the FE model, you can't have non-time varying characteristics - but
> >> I'm not
> >> 100% sure. How would I implement this while adhering to the comment
> >> I
> >> received on my paper? Is there more data I need? Am I just specifying
> >> something in stata improperly?
> >>
> >> Thanks,
> >> Ben
> >>
> >> _________________________________________________________________
> >> Don=92t miss your chance to WIN $10,000 and other great prizes
> from
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> >>
> >> *
> >> * 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:
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> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
>
> *
> * For searches and help try:
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> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
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*
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