I have two questions regarding James Hardin's article on the Murphy-Topel
estimator in the latest issue of the Stata Journal:
1) with respect to the Sandwich estimator, I am unclear on how the matrix
Cs2 is computed. In particular, I would appreciate if you could clarify
how the relevant columns are identified based on the variables included in
the equations (see page 260);
2) how would the computation of the Sandwich estimator change if I compute
robust standard errors by clustering the observations in the two main
equations?
Thanks,
giacomo
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