Can't you do this?
Probit x1 z1 z2 x2 x3 (assuming z1 z2 are instrumental)
Predict x1_p
Reg y x1_p x2 x3
I also have a question of this, does the predict command following probit predict the right variable?
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of nolwenn roudaut
Sent: 2005年2月18日 1:46
To: [email protected]
Subject: st: Bootstrap in two-stage models
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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