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

Stata Journal (2006) 6(4) 521-529
DOI: 10.1177/1536867x0600600405
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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. © 2006 StataCorp LP.

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Hole, A. R. (2006). Calculating Murphy-Topel variance estimates in Stata: A simplified procedure. Stata Journal, 6(4), 521–529. https://doi.org/10.1177/1536867x0600600405

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