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Re: st: AW: double hurdle model with Tobit second stage estimation
From
Kirimi Sindi <[email protected]>
To
[email protected]
Subject
Re: st: AW: double hurdle model with Tobit second stage estimation
Date
Wed, 25 Feb 2009 14:54:18 -0500
Jacobs,
The zip command is a good for count dependent variable with a pile-up of
zeros. Mine is a continuous variable with a pile up of zero that works
well with tobit but i need to account or the first stage regression.
Kirimi
David Jacobs wrote:
You've probably thought of this as well, but what about the -zip- or
-znb- models in Stata. Those options allow large proportions of zeros
in your outcome variable.
Is the problem with these models that the values above zero are not
integers? If they are integers or could be made into integers without
messing things up, then these two equation count estimators might work.
Dave Jacobs
At 01:16 PM 2/25/2009, you wrote:
Heckprob is not appropriate in my case. Heckprob would treat the pile
of zeros i have as unobserved whereas the Tobit treats them as
observed zeros. This is the case in my data and therefore heckprob is
not an appropriate model. I could run a first stage Probit then a
second stage Tobit. However, the Tobit in the second stage does not
use all the data observed and hence the standard errors will not be
correct leading to wrong t statistics and be unable to interpret the
results.
Kirimi
Martin Weiss wrote:
<>
Have you looked into
*************
help heckprob
*************
?
HTH
Martin
-----Ursprüngliche Nachricht-----
Von: [email protected]
[mailto:[email protected]] Im Auftrag von Kirimi
Sindi
Gesendet: Mittwoch, 25. Februar 2009 17:43
An: [email protected]
Betreff: st: double hurdle model with Tobit second stage estimation
Hey,
I working on a double hurdle model. The first stage is a Probit
model and the second stage is Tobit due to pile up of zeros. Is
there a do program that can assist me in this procedure to get the
correct standard errors accounting for the first stage estimation?
Thank you,
Kirimi
--
*******************************
Imagination is more important than knowledge. For while knowledge
defines all we currently know and understand, imagination points to
all we might yet discover and create.
*******************************
Kirimi Sindi
PhD Candidate
Department of Agricultural,
Food, and Resource Economics
Room 20 Cook Hall
Michigan State University
East Lansing, MI 48824
Telephone: +1-517-353-5320
Home Tel : +1-517-355-8151
Fax: +1-517-432-1800
*
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*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
--
*******************************
Imagination is more important than knowledge.
For while knowledge defines all we currently know and understand,
imagination points to all we might yet discover and create.
*******************************
Kirimi Sindi
PhD Candidate
Department of Agricultural,
Food, and Resource Economics
Room 20 Cook Hall
Michigan State University
East Lansing, MI 48824
Telephone: +1-517-353-5320
Home Tel : +1-517-355-8151
Fax: +1-517-432-1800
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
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