Filippo,
have you -search-ed for your problem in Stata? A simple
search Murphy Topel
brings up a reference to this article in Stata Journal, by A.R. Hole:
Calculating Murphy–Topel variance estimates in Stata: A simplified
procedure
which you can obtain from here:
http://www.stata-journal.com/article.html?article=st0114
Hope this helps,
Eva
2008/9/23 Filippo Pericoli <[email protected]>:
> Dear Mr. Mrs.,
> I am estimating an econometric model where there are generated regressors. I know how to write the code if on the right hand side there is only one generated regressor by using the score command. Can you please tell me how to write te code if there is more than one generated regressor?
>
> Best regards,
> Filippo Pericoli
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