The Robust Variance Estimator for Two-stage Models

By James W. Hardin. 2002

158 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/da6f05cec3b9315b7cac86620cb1d5d231dfbf69

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In Statistics and Probability

1. C. Fischer
2. Ammon J. Salter
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4. Keld Laursen

Citations in the corpus

• Handling Endogeneity in Stochastic Frontier Analysis (2015, unknown): “Finally, in Scenario 4, we analyze a model in which one of the regressors in the frontier, one of the environmental variables for , and ∗ are correlated with 9 Hardin (2002) explains how estimation of the two-stage maximum likelihood models with robust variance can be implemented in Stata.”
• Two-Sample Two-Stage Least Squares (TSTSLS) Estimates of Earnings Mobility: How Consistent are They? (2014, unknown): “22 Hardin (2002) and Hole (2006) illustrate how this can be implemented in Stata.”
• The paradox of openness: Appropriability, external search and collaboration (2014, background): “A possible problem with the two-stage approach is that the (predicted) dependent variable in the second stage is estimated with errors (Hardin, 2002).”
• Carbon Abatement Costs: Why the Wide Range of Estimates? (2006, methodology): “As calculated via the “CLUSTER” command in STATA, which is documented in Hardin (2002).”