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st: Murphy Topel Correction

From   Filippo Pericoli <[email protected]>
To   [email protected]
Subject   st: Murphy Topel Correction
Date   Tue, 23 Sep 2008 10:16:34 +0000 (GMT)

I am using Stata8 and I am estimating an econometric model of the type
Y = alpha*X+betha*W+U
where X is generated by a probit, W is generated by a linear model.
I have to use the Murphy Topel correction in order to take into account the fact that in this case asymptotic variances which are inconsistent.
I know how to write the Stata code in the case of one generated regressor as written in the paper of Hole, but I am not able to write the code if there are two generated regressors.
Can you please tell me how to write the code if there are two generated regressors?

Filippo Pericoli

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