From | "Meike Wollni" <[email protected]> |
To | [email protected] |
Subject | st: correction of standard errors / generated regressors |
Date | Wed, 26 Oct 2005 15:44:24 -0400 (EDT) |
I estimate two probit models in the first stage and include the predictions in the second stage (linear regression). How can I adjust the standard errors in the second stage (where I include two generated regressors)? Is there a readily available command in Stata? Thank you. * * 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/
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