emanuela,
i have done this in the past by writing a program to (1) run the first
stage regression and then (2) plug the predicted values into the second
stage equation --
and then after that program's written, using the bstrap command to obtain
bootstrapped standard errors for the program output.
chris
On Mon, 1 Sep 2003, E Randon wrote:
> Dear Statalist,
>
> I would like to use non linear two stage least squares, but I can not
> find this command in the Stata Manual. Any suggestion? Many Thanks
>
> Emanuela Randon
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
