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Computing Murphy - Topel-corrected variances in a heckprobit model with endogeneity

Stata Journal (2010) 10(2) 252-258
DOI: 10.1177/1536867x1001000205
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Abstract

We outline a fairly simple method to obtain in Stata Murphy-Topelcorrected 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). © 2010 StataCorp LP.

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Muro, J., Suárez, C., & Del Mar Zamora, M. (2010). Computing Murphy - Topel-corrected variances in a heckprobit model with endogeneity. Stata Journal, 10(2), 252–258. https://doi.org/10.1177/1536867x1001000205

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