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From |
"Leonor Saravia" <lmisaravia@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: booststraping in two stage models |

Date |
Tue, 11 Mar 2008 14:26:36 -0400 |

Danny, Stata has the ivprobit command, which allow you to calculate the bootstrapped standard errors. So you can estimate your model using it: ivprobit, vce(boot) Also, you can do it by hand: 1) estimate the first stage. 2) use predict, pp 3) estimate the second stage by probit (in which we substiture pp instead of the endogenous regressor). Here you can use the - vce(boot) - option I hope this help, Leonor 2008/3/11, Danny Cohen-Zada <danoran@bgu.ac.il>: > Leonor, > > Thank you very much for the quick reply > > I am asking about the standard errors. How should i obtain the correct > standard errors of the second stage? Don't my procedure produce the correct > standard errors? > > Thanks > ----- Original Message ----- > From: "Leonor Saravia" <lmisaravia@gmail.com> > To: <statalist@hsphsun2.harvard.edu> > Sent: Tuesday, March 11, 2008 7:17 PM > Subject: Re: st: booststraping in two stage models > > > > Danny, > > > > The procedure you give is correct, you only need to correct the > > standard errors of the second stage. > > > > Leonor > > > > 2008/3/11, Danny Cohen-Zada <danoran@bgu.ac.il>: > >> I have a question that is relevant to all two stage models. For example, > >> take the ivprobit model. If for any reason i want to obtian bootstraped > >> standard errors. Can i do the following procedure. > >> > >> 1) estimate the first stage. > >> 2) use predict, pp > >> 3) estimate the second stage by probit (in which we substiture pp instead > >> of > >> the endogenous regressor) using the vce(boot) option. > >> > >> Will this be correct or should i bootstrapct the two stages together. If > >> i > >> must bootstrapt the two stages together, how should i do it? > >> > >> thanks, > >> > >> Danny > >> > >> > >> > >> Dr. Danny Cohen-Zada > >> Department of Economics > >> Ben-Gurion University of the Negev > >> P.O.Box 653 > >> Beer-Sheva 84105 > >> Israel > >> > >> Tel: +972-8-6472301 > >> Fax: +972-8-6472941 > >> > >> http://www.econ.bgu.ac.il/facultym/danoran/main.htm > >> > >> * > >> * 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/ > > > > * > * 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/

**Follow-Ups**:**Re: st: booststraping in two stage models***From:*"Danny Cohen-Zada" <danoran@bgu.ac.il>

**Re: st: booststraping in two stage models***From:*"Danny Cohen-Zada" <danoran@bgu.ac.il>

**References**:**st: booststraping in two stage models***From:*"Danny Cohen-Zada" <danoran@bgu.ac.il>

**Re: st: booststraping in two stage models***From:*"Leonor Saravia" <lmisaravia@gmail.com>

**Re: st: booststraping in two stage models***From:*"Danny Cohen-Zada" <danoran@bgu.ac.il>

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