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st: Bootstrap marginal effects for two-step IV


From   "Michael Furukawa" <Michael.Furukawa@asu.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Bootstrap marginal effects for two-step IV
Date   Wed, 25 Jul 2007 14:05:13 -0700

Dear Statalisters:

I am estimating a fractional logit with a continuous endogenous variable
by two-step IV estimation, following Wooldridge (2005)

regress endog $rhs $iv, robust cluster(id)
predict r, resid
glm y $rhs endog r, link(logit) fam(bin) robust cluster(id)
mfx, var(endog)

I am interested in bootstrapping the standard errors for the marginal
effects, can anyone share code that might do this?

Thanks in advance,

Michael F. Furukawa, PhD
Assistant Professor
School of Health Management and Policy
W. P. Carey School of Business
Arizona State University
(480) 965-2363
"Where Business and Health Converge"
http://wpcarey.asu.edu/hmp



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