|
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: booststraping in two stage models
I have a question that is relevant to all two stage models. For example,
take the ivprobit model. If for any reason i want to obtian bootstraped
standard errors. Can i do the following procedure.
1) estimate the first stage.
2) use predict, pp
3) estimate the second stage by probit (in which we substiture pp instead of
the endogenous regressor) using the vce(boot) option.
Will this be correct or should i bootstrapct the two stages together. If i
must bootstrapt the two stages together, how should i do it?
thanks,
Danny
Dr. Danny Cohen-Zada
Department of Economics
Ben-Gurion University of the Negev
P.O.Box 653
Beer-Sheva 84105
Israel
Tel: +972-8-6472301
Fax: +972-8-6472941
http://www.econ.bgu.ac.il/facultym/danoran/main.htm
*
* 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/