Hyojoung,
Have you looked at James Hardin's article in the Stata Journal (2002)?
The abstract can be found at
http://www.stata-journal.com/abstracts/st0018.pdf
At it's a Stata Journal paper, it's likely to be pretty specific about how
to go about implementing these variance estimators in Stata.
Hope this helps.
Cheers,
Mark
Quoting Hyojoung Kim <[email protected]>:
> Dear statalisters,
>
> i am a new member of the list and in need of your help in obtaining
> K.M.
> Murphy and R.H. Topel's (1985) asymptotic variance-covariance matrix
> so as
> to conduct a statistical significance test in a dichotomous probit
> model and
> in a negative binomial model.
>
> The models I work with are bivarite probits defined in the
> following:
>
> Y1i = Xi*beta + ui
> Y2i = Xi*gamma + uihat*lambda + ei
>
> where Y1i is insurance coverage choice and Y2i is the
> presence/absence of
> car accidents. The key is to determine the statistical significance
> of
> lambda for uihat in the second equation while using Murphy and
> Topel's
> (1985) asymptotic variance-covariance matrix.
>
> Alternatively, I also define Y2i in the second equation as a count
> of
> accidents instead of a dummy. In this case, should I have to
> follow
> different procedures to test the statistical significance with
> Murphy and
> Topel's (1985)? If so, how?
>
> I thank you for the help in advance.
>
> hyojoung
>
> Hyojoung Kim
> Assistant Professor of Sociology
> University of Washington
> 202 Savery Hall, Box 353340
> Seattle, WA 98195-3340
> (Phone) 206-543-9644
> (Fax) 206-543-2516
> (E-mail) [email protected]
>
> *
> * 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/
>
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3008
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
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