Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity
| dc.creator | Muro, Juan | |
| dc.creator | Suárez, Cristina | |
| dc.creator | del Mar Zamora, María | |
| dc.date | 2017-04-01T14:08:51Z | |
| dc.date.accessioned | 2026-07-09T07:14:23Z | |
| dc.description | We outline a fairly simple method to obtain in Stata Murphy–Topel-corrected variances for a two-step estimation of a heckprobit model with endogeneity in the main equation. The procedure uses predict’s score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002, Stata Journal 2: 253–266) and Hole (2006, Stata Journal 6: 521–529). | |
| dc.identifier | Other:st0191 | |
| dc.identifier | doi:10.22004/ag.econ.152310 | |
| dc.identifier | https://ageconsearch.umn.edu/record/152310/files/sjart_st0191.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/152310 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/586091 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/152310 | |
| dc.title | Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity | |
| dc.type | Text |