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st: Two part model - How to combine models?


From   Tamara Pejovic <[email protected]>
To   [email protected]
Subject   st: Two part model - How to combine models?
Date   Wed, 22 Aug 2007 14:39:50 +0100

Hi,

I have a quick question. I have a response variables that is positively skewed and contain a substantial proportion of zeroes. Since a common method for analyzing this type of data is a two-part model I have the analysis of three stages:
The first involved creating two sets of data from the original: one showing whether or not the problem is present and the other indicating the "level of the problem" when problem is present.
The second stage involved modelling occurrence of problem, using logistic regression, and separately modeling the level data using ordinary regression.

Finally, the third stage should be combining the two models in order to estimate the expected "level of the problem" for a specific set of values of possible predictors.

My question is how to do this? Is it just enough to multiple probabilities using conditional probabilities rule? Does STATA have a modul for solving two-part models?

Thanks,
Tash



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