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st: Re: robust SE with a twostep option in ivprobit
It is in the help file. You could use jackknifed or boostraped std errors.
The White-robustness seems not applicable because 2-step does not
have gradient to evaluate.
/// Example
sysuse auto
ivprobit foreign mpg (price = trunk weight length), twostep
ivprobit foreign mpg (price = trunk weight length), twostep vce(jack)
/// End
Rodrigo.
----- Original Message -----
From: "Prabal Kumar De" <[email protected]>
To: <[email protected]>
Sent: Thursday, June 28, 2007 4:44 PM
Subject: st: robust SE with a twostep option in ivprobit
Is there a way to calculate robust SE with a twostep option in ivprobit?
Prabal
***************************************************
Prabal Kr. De
Department of Economics, New York University
----- Original Message -----
From: Benjamin Allaire <[email protected]>
Date: Thursday, June 28, 2007 4:19 pm
Subject: st: Fixed effects - DD question
To: [email protected]
:01C7B9B0]
Sender: [email protected]
Precedence: bulk
Reply-To: [email protected]
Errors-To: [email protected]
Hi there -
I know this is a trivial question, but I'm having trouble figuring
out the
way to fix it - I received a comment on a paper of mine that I should
use
individual level fixed effects, but I'm using the DD technique. I
have grou=
p
A that is treated and a post treatment time dummy.
xtreg outcome d_groupA d_time_posttreat d_groupA_time_posttreat,
i(personid=
)
fe
And stata dropped the d_groupA variable - my hunch it did that
because in
the FE model, you can't have non-time varying characteristics - but
I'm not
100% sure. How would I implement this while adhering to the comment
I
received on my paper? Is there more data I need? Am I just specifying
something in stata improperly?
Thanks,
Ben
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