st: Murphy-Topel (1st stage: Ols, 2nd tobit)

[cthomann@gmx.net]

Dear Stata-listers,

We are currently trying to compute a Murphy-Topel variance estimate for a two-stage model. The first stage is an OLS-model. The second stage is an upper-limit Tobit model, which includes the residual obtained in the first stage. We are wondering if somebody had an idea on how non-programmers can implement this in Stata? We have already tried to adjust the procedures suggested by James Hardin (Stata Journal (2:3)) and Arne Hole’s article on “Calculating Murphy-Topel variance estimates in Stata: A simplified procedure”.

Thanks for your consideration,

Chris 

-- 
Chris Thomann
Center for Risk and Insurance
University of Hannover
Koenigsworther Platz 1
30167 Hannover


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