2010
DOI: 10.1177/1536867x1001000205
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Computing Murphy-Topel-corrected Variances in a Heckprobit Model with Endogeneity

Abstract: We outline a fairly simple method to obtain in Stata Murphy-Topelcorrected variances for a two-step estimation of a heckprobit model with endogeneity in the main equation. The procedure uses predict's score option and the powerful matrix tool accum in Stata and builds on previous works by Hardin (2002,

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Cited by 4 publications
(1 citation statement)
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“…The propensity score was then included in the full AIPW model to adjust for selection. Third, a probit model with sample selection adjustment (Greene & Hensher, 2010) using a Murphy-Topel variance correction procedure (Muro, Suáarez & del Mar Zamora, 2010) was estimated to determine whether parent-child relations and religiousness jointly predicted SUDs following selection for any substance use. Both the main effects of parent-child relations and religiousness, as well as their interaction, were significantly related to SUD risk.…”
Section: Resultsmentioning
confidence: 99%
“…The propensity score was then included in the full AIPW model to adjust for selection. Third, a probit model with sample selection adjustment (Greene & Hensher, 2010) using a Murphy-Topel variance correction procedure (Muro, Suáarez & del Mar Zamora, 2010) was estimated to determine whether parent-child relations and religiousness jointly predicted SUDs following selection for any substance use. Both the main effects of parent-child relations and religiousness, as well as their interaction, were significantly related to SUD risk.…”
Section: Resultsmentioning
confidence: 99%