Hi all,
I am defending my PhD in one week, and I really need to solve the following issue. Any suggestion would be greatly appeciated.
I am correcting the standard errors from a panel heckman model. Since there is no heckman command for panel data, I have to conduct it using two stage as follows,
I want to get the corrected standard errors. When I remove the _b _se, it works, but when I specify botstrap for standard errors it doesn't work. Why?
Thank you so much.
I am defending my PhD in one week, and I really need to solve the following issue. Any suggestion would be greatly appeciated.
I am correcting the standard errors from a panel heckman model. Since there is no heckman command for panel data, I have to conduct it using two stage as follows,
Code:
cap program drop myboot program define myboot, rclass tempname b V tempvar a1 capture drop Invmills_female linear_pred_female xtprobit rwork i.dummy_yearcancer age child18_ i.edu i.black i.hispanic wealth i.rhibpe i.rdiabe i.rlunge i.rhearte i.rstroke i.rpsyche rsmoke rdrink i.job i.spouseins earning if (married==1 & ragender==2 & age <65), i(newid)vce(robust) predict linear_pred_female, xb gen Invmills_female = normalden(linear_pred_female)/normal(linear_pred) matrix `a1'=e(b) xtreg hours Invmills_female i.dummy_yearcancer age child18_ i.edu i.black i.hispanic wealth i.rhibpe i.rdiabe i.rlunge i.rhearte i.rstroke i.rpsyche rsmoke rdrink i.job i.spouseins earning if (married==1 & ragender==2 & age <65 & selectvar==1),i(newid) vce(robust) matrix `b'=e(b) ereturn post `b' drop Invmills_female linear_pred_female end xtset,clear bootstrap _b _se, cluster(hhidpn) idcluster(newid) reps(50) nowarn: myboot if (married==1 & ragender==2 & age <65)
Thank you so much.
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