Calculating Murphy–Topel Variance Estimates in Stata: A Simplified Procedure-Reference-Cited by-同舟云学术

Calculating Murphy–Topel Variance Estimates in Stata: A Simplified Procedure

Published:2006-11 Issue:4 Volume:6 Page:521-529
ISSN:1536-867X
Container-title:The Stata Journal: Promoting communications on statistics and Stata
language:en
Short-container-title:The Stata Journal

Author:

Hole Arne Risa¹

Affiliation:

1. National Primary Care Research and Development Centre Centre for Health Economics University of York York, UK

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.

Publisher

SAGE Publications

Subject

Mathematics (miscellaneous)

Link

http://journals.sagepub.com/doi/pdf/10.1177/1536867X0600600405

Reference3 articles.

1. The Robust Variance Estimator for Two-stage Models

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