I am using ivtobit. However, stata does not show the first stage outcome when using the vce(bootstrap,reps(50)) option.
Code:
webuse laborsup ivtobit fem_inc fem_educ kids (other_inc = male_educ), ll(12) vce(bootstrap,reps(50)) first twostep
Code:
. ivtobit fem_inc fem_educ kids (other_inc = male_educ), ll(12) vce(bootstrap,reps(50)) first twostep
(running ivtobit on estimation sample)
Bootstrap replications (50)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5
.................................................. 50
Two-step tobit with endogenous regressors Number of obs = 500
Uncensored = 211
Limits: lower = 12 Left-censored = 289
upper = +inf Right-censored = 0
Wald chi2(3) = 111.52
Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Observed Bootstrap Normal-based
| Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
other_inc | -.8545905 .1468039 -5.82 0.000 -1.142321 -.5668601
fem_educ | 3.107363 .384707 8.08 0.000 2.353351 3.861375
kids | -3.58226 .8212405 -4.36 0.000 -5.191861 -1.972658
_cons | 19.44405 8.035797 2.42 0.016 3.694179 35.19392
------------------------------------------------------------------------------
Instrumented: other_inc
Instruments: fem_educ kids male_educ
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