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st: Bootstrap ordered heckman with 2SLS in second stage


From   htakesh2@illinois.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Bootstrap ordered heckman with 2SLS in second stage
Date   Thu, 17 Jul 2008 19:02:38 -0500 (CDT)

Dear all, 

I am running ordered heckman with 2SLS in the second stage and trying to use bootstrap to obtain standard errors for the second stage regression which uses "ivreg2" (I am not sure if I can use "oheckman" in this case). 

I keep getting the error message 
"estimation command error: e(k_eq) is larger than the number of equations" and
"captured error running (cps_ols), posting missing values"
so STATA end the compilation after just 1 run of bootstrap. 

I appreciate if I can get any suggestions for this problem. Thank you.

Below is the code I wrote. 

****
program cps_ols, eclass
							
oprobit regime2 hhdsize gender age_h
tempvar pick_opro   
predict `pick_opro' if e(sample), xb
tempvar x_opro a2 
scalar `a2' = _b[/cut2]
gen `x_opro' = `pick_opro'-1
tempvar lambda_opro 
gen `lambda_opro' = normalden(`x_opro')/normal(`x_opro') 
	  	
ivreg2 lnh `lambda_opro' hhdsize (lnp = gender age_h) if regime == 2

tempvar used
gen byte `used' = e(sample)
tempname b
mat `b' = e(b)
local eqnames: coleq e(b), quoted
local col_names: colnames e(b)
tokenize `col_names'
local first `1'
mac shift
local rest1 `*'
mat coleq `b' = `eqnames'
mat colnames `b' = pick_opro `rest1'
tempname V
mat `V' = I(colsof(`b'))
mat coleq `V' = `eqnames'
mat roweq `V' = `eqnames'
mat rownames `V' = pick_opro `rest1'
mat colnames `V' = pick_opro `rest1'  
ereturn post `b' `V', esample(`used')

end

bootstrap "cps_ols" _b, rep(100)
***
Hiroyuki Takeshima
Graduate Research Assistant
Department of Agricultural and Consumer Economics
University of Illinois at Urbana-Champaign
326 Mumford Hall 
1301 W. Gregory 
Urbana , IL 61801 
htakesh2@illinois.edu

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