Research Article
Staying or Leaving? Analyzing the Rationality of Rural-Urban Migration Associated with Farm Income of Staying Households: A Case Study from Southern Ethiopia
Table 3
Second stage estimation results.
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
refers to significant at 10% (); **refers to significant at 5% () and ***refers to significance at 1% (). Bootstrap standard errors (as noted by Petrin and Train [17] and Karaca-Mandic and Train [18] bootstrapping methods applied for the entire two-step estimators provide a valid estimator of the covariance matrix which is similar to the estimation done to correct the asymptotic standard errors by programming the asymptotic formula of covariance estimates. Bootstrapping is a convenient way of obtaining the covariance matrix estimators with two-step estimators and it also provides better parameter estimates particularly for conditions when asymptotic sampling distribution is too difficult to drive in multistage estimations [19, 20]. In this research, bootstrapping method is applied for the entire procedure of the two-step estimators with 1000 replications using STATA software package) are in parenthesis, source: author’s estimation. |