Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
TEDLA HAILE <kebede1963@gmail.com> |

To |
statalist <statalist@hsphsun2.harvard.edu> |

Subject |
st: Murphy-Topel correction for standard errors |

Date |
Thu, 7 Apr 2011 14:25:46 +0300 |

Dear All, I am trying to run a simultaneous equation model which is modeled as; Y*=aZ*+bX1+e1 Z*= cY*+ dX2+e2 Where each of the above two equations are ordered probit equations and Y* and Z* are ordered latent endogenous variables which will have ordinal values between 1up to 4 thus I am trying to fit the model by applying 2-stage technique for ordered probit estimation in this way; Given the original simultaneous equation, I will first regress each equation via ordered probit by Stata and result both the reduced form equations and have predicted values for Y* and Z* i.e Y^ and Z^ Next stage I will undertake ordered probit regression by replacing Y* and Z* in the right side by predicted values Y^ and Z^ that is, Y*=a1Z^+b1X1+z1 Z*= c1Y^+ d1X2+z2 Since standard errors have to be corrected after two stage estimation, My trouble is on figuring out how to extend the Murphy-Topel correction for standard errors in a two-step model with an ordered probit estimation. In this regard,I have been trying to adopt the code available in Arne Risa Hole's paper, "Calculating Murphy-Topel variance estimates in Stata: A simplified procedure." Unfortunately I am not successful on working with it. I would be greatful if any one can send me the stata codes to solve this problem or any other advise to deal with it. Any advice would be greatly appreciated! Best regards, Tedila * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

- Prev by Date:
**st: RE: graph font** - Next by Date:
**Re: st: RE: graph font** - Previous by thread:
**: Re: st: -graph hbar- bars with colour used to identify groups of obs** - Next by thread:
**st: clustered bootstrapped standard errors in quantile regressions** - Index(es):