You can see if you can make that model work in -gllamm- downloadable
from -ssc-.
Hope this helps,
Maarten
--- Anita <[email protected]> wrote:
> I already use xttobit as an alternative, but I also need to estimate
> Craggs model as it allows for different explanatory variables in the
> selection part and in the regression part.
>
> Maarten buis schrieb:
> > The easiest solution would be to use -xttobit-.
> >
> > Hope this helps,
> > Maarten
> >
> > --- Anita <[email protected]> wrote:
> >
> >
> >> Dear Statalist Members
> >>
> >> Sorry for posting again, I learned that I didn't explain my
> problem
> >> accurately. Sorry for any inconvenience caused.
> >> I am currently estimating a model based on Cragg ("Some
> statistical
> >> models for Limited Dependent Variable with Application to the
> Demand
> >> of
> >> Consumer Goods", 1971)
> >>
> >> My research topic is to compare the models used in the literature
> to
> >> explain the allocation of bilateral ODA (official development
> >> assistance, so money for development).
> >> So there exist countries who do not recieve ODA (value =0) and
> others
> >>
> >> do. I do have data on both. So it is not a typical truncation
> >> problem.
> >> First there is a selection equation to decide if a country gets
> ODA,
> >> I
> >> estimate this via a Probit Model. (y1=1 if they get ODA)
> >> on a second step I estimate for all positive outcomes of the
> Probit
> >> Model a Regression to estimate how much money they get.
> >>
> >> As I am working with a panel (different developing countries over
> >> time)
> >> I would like to do this with random effects. For Probit there
> exists
> >> a
> >> xtprobit command, for truncreg (command for the regressionpart) I
> >> didn't
> >> find anything.
> >> Is there a possibility to do this?
> >> As I indicated above, I have to compare the models used in the
> >> literature, so I have to do Cragg's Model preferably with random
> >> effects
> >> so I can compare with other models.
> >>
> >> As a second question: is there a better way to solve the problem
> as
> >> with
> >> truncreg? As I know, the studies used this, but it does not seem
> to
> >> fit
> >> very well
> >>
> >> thanks a lot
> >> Anita
> >>
> >>
> >>
> >>
> >>
> >> *
> >> * For searches and help try:
> >> * http://www.stata.com/support/faqs/res/findit.html
> >> * http://www.stata.com/support/statalist/faq
> >> * http://www.ats.ucla.edu/stat/stata/
> >>
> >>
> >
> >
> > -----------------------------------------
> > Maarten L. Buis
> > Department of Social Research Methodology
> > Vrije Universiteit Amsterdam
> > Boelelaan 1081
> > 1081 HV Amsterdam
> > The Netherlands
> >
> > visiting address:
> > Buitenveldertselaan 3 (Metropolitan), room Z434
> >
> > +31 20 5986715
> >
> > http://home.fsw.vu.nl/m.buis/
> > -----------------------------------------
> >
> >
> > __________________________________________________________
> > Sent from Yahoo! Mail - a smarter inbox http://uk.mail.yahoo.com
> >
> > *
> > * For searches and help try:
> > * http://www.stata.com/support/faqs/res/findit.html
> > * http://www.stata.com/support/statalist/faq
> > * http://www.ats.ucla.edu/stat/stata/
> >
> >
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
__________________________________________________________
Sent from Yahoo! Mail - a smarter inbox http://uk.mail.yahoo.com
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
