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st: standard errors after ivtobit


From   Rike <silvery.enigma@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>
Subject   st: standard errors after ivtobit
Date   Mon, 10 Nov 2008 18:35:03 -0500

Hi,

I've been trying to find an answer to this but I couldn't so here I go.
Using the twostep ivtobit regression, the standard errors are not
correct because in the second stage you are regressing y on the
predicted error from the second stage regression (among other things).

My questions:
1) Are the reported standard errors already adjusted? If not, is there
a simple option/command that I can use? I need the correct standard
errors for t-statistics.

2) what about the mfx command? Can this be taken at face value or does
it also need some kind of adjustment?

Thanks.
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