Could you use xtmixed and xtmelogit with if statements? For example, if
I didn't have the clustering, I'd use
Reg y x1 x2 etc if y>0
Logit y x1 x2 etc (may be better to define z=y>0 and use z as the
dependent variable).
Then you can get a combined test by adding the chi-squared tests. I'm
not sure if this will work if you replace reg and logit by xtmixed and
xtmelogit, but the argument seems OK to me.
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Anita
Sent: Monday, February 11, 2008 10:30 AM
To: [email protected]
Subject: Re: st: RE: random effects with truncreg possible
Thanks you Tony, it is a Two Part Model indeed, but I was always told to
use truncreg for the second part (after Probit), and so there is no
option for panel. If you use normal multiple regression, results may be
biased I would say...
Could anyone help me if my argument is wrong?
Lachenbruch, Peter schrieb:
> This sounds very much like a two-part model: your 0 values are
clearly
> identified, so a logistic regression (or probit) can be used to
predict
> 0 or non-zero, and a multiple regression model can be used for the
> non-zero responses. See an issue of Statistical Methods in Medical
> Research from 2001 that has several articles on this. They are also
> called Hurdle models in Econometrics.
>
> Tony
>
> Peter A. Lachenbruch
> Department of Public Health
> Oregon State University
> Corvallis, OR 97330
> Phone: 541-737-3832
> FAX: 541-737-4001
>
>
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Anita
> Sent: Friday, February 08, 2008 5:06 AM
> To: [email protected]
> Subject: st: random effects with truncreg possible
>
> 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
>
>
>
>
>
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