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

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  • Arne Risa Hole

    (Centre for Health Economics, University of York)

Abstract

Building 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. Copyright 2006 by StataCorp LP.

Suggested Citation

  • Arne Risa Hole, 2006. "Calculating Murphy-Topel variance estimates in Stata: A simplified procedure," Stata Journal, StataCorp LP, vol. 6(4), pages 521-529, December.
    • Handle: RePEc:tsj:stataj:v:6:y:2006:i:4:p:521-529
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    18. Ana Sílvia de Matos Vaz, 2012. "Interpersonal Influence Regarding the Decision to Vote Within Mozambican Households," CSAE Working Paper Series 2012-14, Centre for the Study of African Economies, University of Oxford.
    19. Libman, Alexander, 2009. "Constitutions, Regulations, and Taxes: Contradictions of Different Aspects of Decentralization," MPRA Paper 15854, University Library of Munich, Germany.
    20. Juan Muro & Cristina Suarez & Marıa del Mar Zamora, 2010. "Computing Murphy–Topel-corrected variances in a heckprobit model with endogeneity," Stata Journal, StataCorp LP, vol. 10(2), pages 252-258, June.
    21. Geys, Benny, 2009. "Wars, presidents and popularity: The political cost(s) of war re-examined," Discussion Papers, Research Professorship & Project "The Future of Fiscal Federalism" SP II 2009-11, WZB Berlin Social Science Center.
    22. Correa, Ricardo & Sapriza, Horacio & Zlate, Andrei, 2021. "Wholesale funding runs, global banks' supply of liquidity insurance, and corporate investment," Journal of International Economics, Elsevier, vol. 133(C).

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