Calculating Murphy–Topel variance estimates in Stata: A simplified procedure
Arne Risa Hole
National Primary Care Research and Development Centre
Centre for Health Economics
University of York
York, UK
[email protected]
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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.
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Arne Risa Hole
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two-step estimation, Murphy–Topel estimator
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