Dear all,
I am running ordered heckman with 2SLS in the second stage and trying to use bootstrap to obtain standard errors for the second stage regression which uses "ivreg2" (I am not sure if I can use "oheckman" in this case).
I keep getting the error message
"estimation command error: e(k_eq) is larger than the number of equations" and
"captured error running (cps_ols), posting missing values"
so STATA end the compilation after just 1 run of bootstrap.
I appreciate if I can get any suggestions for this problem. Thank you.
Below is the code I wrote.
****
program cps_ols, eclass
oprobit regime2 hhdsize gender age_h
tempvar pick_opro
predict `pick_opro' if e(sample), xb
tempvar x_opro a2
scalar `a2' = _b[/cut2]
gen `x_opro' = `pick_opro'-1
tempvar lambda_opro
gen `lambda_opro' = normalden(`x_opro')/normal(`x_opro')
ivreg2 lnh `lambda_opro' hhdsize (lnp = gender age_h) if regime == 2
tempvar used
gen byte `used' = e(sample)
tempname b
mat `b' = e(b)
local eqnames: coleq e(b), quoted
local col_names: colnames e(b)
tokenize `col_names'
local first `1'
mac shift
local rest1 `*'
mat coleq `b' = `eqnames'
mat colnames `b' = pick_opro `rest1'
tempname V
mat `V' = I(colsof(`b'))
mat coleq `V' = `eqnames'
mat roweq `V' = `eqnames'
mat rownames `V' = pick_opro `rest1'
mat colnames `V' = pick_opro `rest1'
ereturn post `b' `V', esample(`used')
end
bootstrap "cps_ols" _b, rep(100)
***
Hiroyuki Takeshima
Graduate Research Assistant
Department of Agricultural and Consumer Economics
University of Illinois at Urbana-Champaign
326 Mumford Hall
1301 W. Gregory
Urbana , IL 61801
[email protected]
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