 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: RE: standard errors after ivtobit
Rike,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Rike
> Sent: 10 November 2008 23:35
> To: statalist
> Subject: st: standard errors after ivtobit
>
> Hi,
>
> I've been trying to find an answer to this but I couldn't so
> here I go.
Did you check the manuals? There is (almost?) always a "Methods and
Formulas" section in the entry for an estimator.
> Using the twostep ivtobit regression, the standard errors are not
> correct because in the second stage you are regressing y on the
> predicted error from the second stage regression (among other things).
No, the SEs are fine. If you do two-step "by hand" you have to adjust
the SEs, but Stata's built-in -ivtobit- (like just about all Stata
commands) does this for you.
> My questions:
> 1) Are the reported standard errors already adjusted? If not, is there
> a simple option/command that I can use? I need the correct standard
> errors for t-statistics.
>
> 2) what about the mfx command? Can this be taken at face value or does
> it also need some kind of adjustment?
Same answers as above (but see the discussion of the -nonlinear- option
in the online -help mfx-).
Cheers,
Mark
> Thanks.
> *
> * For searches and help try:
> * http://www.stata.com/help.cgi?search
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
--
Heriot-Watt University is a Scottish charity
registered under charity number SC000278.
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/