Dear all,

I want to estimate a logit model with one continuous endogenous explanatory variable, I have two instruments in hand to address the endogeneity, so I would like to use two-stage IV logit estimation. I want to use bootstrap to return the estimates of marginal effects and their bootstrap standard errors. Can anyone share your codes?

I also check previous answers to the similar question, and find the following link:

http://www.stata.com/statalist/archive/2007-07/msg00779.html, however this program seems to return only one marginal effect for education, and I need to return the marginal effects for the whole set of control variables, and I don't understand why the author only bootstrap "r(mfx)".

The following are my codes, but the returned results seem to be the point estimates rather than the marginal effects of the logit model:

use

http://fmwww.bc.edu/ec-p/data/wooldridge/mroz.dta, clear

capture program drop marg

prog marg, rclass

regress educ age kidslt6 kidsge6 city moth fath

capture drop peduc

predict peduc,xb

logit inlf peduc age kidslt6 kidsge6 city

mfx

matrix b=e(Xmfx_dydx)

return scalar mfeduc=b[1,1]

return scalar mfage=b[1,2]

return scalar mfkidslt6=b[1,3]

return scalar mfkidsge6=b[1,4]

return scalar mfcity=b[1,5]

end

bootstrap, reps(20): marg

Any method to fix this?

Thanks,

Sharon