--- "Xu, Xin" <[email protected]> wrote:
> Does anybody know how to calculate Murphy-Topel variance estimator? I
> am aware of Hardin(2002) paper and Hole et al. (2006) paper. However,
> in my case, I have two steps coming from two different data sets
> which I append them together. Therefore, it is hard for me to
> calculate C and R matrix as shown in their paper.
You should give full references, even if articles appear in the Stata
Journal.
The only command I know of that explicitly deals with combining
estimates from multiple samples is the -suest- command. However, quite
offten people think they have multiple samples when they don't, e.g.
they think that men and women are different samples while almost
everything can be solved when adding a dummie for female and the
appropriate interaction terms.
Hope this helps,
Maarten
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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