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st: smearing and bootstrapping


From   Orgul Demet Ozturk <orguldemetozturk@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: smearing and bootstrapping
Date   Sun, 25 Jul 2010 15:02:31 -0400

Hi
I am trying to estimate a two part model and I want to do smearing to get
correct predictions.  Model is something like this:

probit anyrxexp Xvar
predict probanyrx

reg logrxexp Xvar
predict logRxXB, xb
gen xb=exp(logRxXB)
predict double resid, residual
egen Dsmear=mean(exp(resid))

gen correctedrxexp=probanyrx*xb*Dsmear

First of all, this is my first time dealing with smearing.  Is this the
right approach? Second I want to bootstrap this estimation in order to
get the estimates of
the std error for the correctedrxexp.  Is there any easy way of
bootstrapping this?

Best

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