Calculating Murphy–Topel variance estimates in Stata: A simplified procedure

dc.creatorHole, Arne Risa
dc.date2017-04-01T19:17:36Z
dc.date.accessioned2026-07-09T05:53:15Z
dc.descriptionBuilding on the work by Hardin (Stata Journal 2: 253–266), this note shows how the calculation of the Murphy–Topel variance estimator for two-step models can be simplified in Stata by using the scores option of predict.
dc.identifierOther:st0114
dc.identifierdoi:10.22004/ag.econ.119242
dc.identifierhttps://ageconsearch.umn.edu/record/119242/files/sjart_st0114.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/119242
dc.identifier.urihttp://hdl.handle.net/123456789/569624
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/119242
dc.titleCalculating Murphy–Topel variance estimates in Stata: A simplified procedure
dc.typeText

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