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# Re: st: Bootstrap marginal effects for two-step IV

 From "Austin Nichols" To statalist@hsphsun2.harvard.edu Subject Re: st: Bootstrap marginal effects for two-step IV Date Thu, 26 Jul 2007 00:12:14 -0400

```Michael Furukawa <Michael.Furukawa@asu.edu>:
The -bootstrap- help file is a good starting point--but you might also
want to read
"Instrumental variables, bootstrapping, and generalized linear models"
by James Hardin, Henrik Schmiediche, and Raymond Carroll (see
http://www.stata-journal.com/abstracts/st0049.pdf)

Here's a fake example to get you started:
use http://fmwww.bc.edu/ec-p/data/wooldridge/mroz.dta, clear
g id=_n
g frac=hours/52/100
cap prog drop myest
prog myest, rclass
reg educ age kidslt6 kidsge6 city moth fath
cap drop r
predict r, resid
glm frac educ age kidslt6 kidsge6 city r, link(logit) fam(bin)
mfx, var(educ)
mat b=e(Xmfx_dydx)
return scalar mfx=b[1,1]
end
bootstrap r(mfx), reps(20) cluster(id): myest

On 7/25/07, Michael Furukawa <Michael.Furukawa@asu.edu> wrote:
```
```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?
```
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```

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