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RE: st: Murphy-Topel

From   "Dawit Lidia" <[email protected]>
To   [email protected]
Subject   RE: st: Murphy-Topel
Date   Thu, 20 Jan 2005 19:13:38 +0000

If you want to correct the varaince-covaraince matrix you can bootstrap the first and second equation simultaneously so that you can get robust standard errors. If you are intersected on this I can send you the command I obtained from StataCorp sometime ago.


From: nolwenn roudaut <[email protected]>
Reply-To: [email protected]
To: [email protected]
Subject: st: Murphy-Topel
Date: Thu, 20 Jan 2005 19:37:07 +0100

Dear Stata-listers,

How can I compute the corrected variance-covariance matrix of Murphy-Topel
(1985). I am in a two stage setting with a probit in the first and an OLS
in the second.


Nolwenn Roudaut
ARQADE, Universit� de Toulouse
21 All�e de Brienne, 31000 Toulouse, France
Tel : +33 (0) 561128526
Fax : +33 (0) 561128538

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