Try the following command. I got it from statacorp Technical Services
representative . It worked for me.
Good luck with your work.
cap prog drop _all
program define bootit
version 8
tempvar lin
probit con catch rentdum solfert1 ///
solfert2 sodepth1 sodepth2 lowland lndist1 lnha ///
meslope meslope2 plotdum lnothplot ///
predict double `lin', xb
capture drop imr
gen double imr = normden(`lin') /norm(`lin')
xtreg lntm12 imr conshare lnplough lnweed lnvalfert lnseedha
lnothplot rentdum solfert1 solfert2 ///
sodepth1 sodepth2 lndist1 lnmeslope plotdum lowland
intercrop ///
tcrop2-tcrop7 ///
end
// Need to mark the estimation sample ourselves
// Cheap and fast way is to use -regress-:
qui regress con conshare lnplough lnweed lnlandae catch oxtluha oxtluha2
///
tottluha tlu2 edu status lndistext rentdum reds1 reds3 ///
sodepth1 sodepth2 age age2 lnha meslope ///
meslope2 lnfwfha fwfha fwf2ha lnmwfha mwfha mwf2ha plotdum ///
lowland lndist1 lntotoutval lnvalfert lnseedha rentdum solfert1 ///
solfert2 lnha lnothplot lndist1 plotdum intercrop ///
lowland tcrop2-tcrop7 lnage lnexp visit ///
edu lnfwfha lnmwfha lnoxtluha lntottluha offfarm conshare
keep if e(sample)
set seed 123456
bootstrap "bootit" _b, reps(500) dots cluster(hhno) ///
noesample
Dawit
Dear All,
I want to estimate a treatment effect model, a two-stage model with a probit
model in the first and an OLS in the second.
I cannot use the 'treatreg' stata program as some of my hypothesis are
different
from the classical ones.
So I need to compute the two-step corrected variance-covariance matrix "by
hand".
One way to do this is to use the Murphy-Topel correction procedure. (I thank
a
statalister that provided me his program last month).
Another way (and this is the one I am interested in) is to use bootstrap
technics.
Does anyone knows how to implement this method?
Nolwenn
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