Dear statalisters,
I red both the Hardin's and Hole's articles, but I
need an help for the following two step model:
First step:
y=alpha+beta*x+e
Second step:
z=gamma*alphahat+b'x'+e'
where the
parameter of interest is gamma. If I use this 2-step model it'll result
in an understimation of the errors, so I need to use the Murphy and
Topel estimation for the standard errors. This is different from what
I saw in the article, so mey you help me please?
Thank you
M.
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