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The Stata Journal
Volume 6 Number 4: pp. 521-529

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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
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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