st: bootstrap on two equations

[Xiang Ao <xao@hbs.edu>]

Dear Statalisters,

We are running a model  with a residual estimated from another equation 
as a regressor.  We probably need to adjust the standard error by 
bootstrapping.  We think we need to include both equations in each 
bootstrap estimation.  Does anyone know of a reference of this?  I don't 
remember Wooldridge or Greene talk about this in their books. 

Thanks,

Xiang
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