Re: st: AW: double hurdle model with Tobit second stage estimation

[Kirimi Sindi <sindijul@msu.edu>]

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: owner-statalist@hsphsun2.harvard.edu
> > > [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Kirimi 
> > > Sindi
> > > Gesendet: Mittwoch, 25. Februar 2009 17:43
> > > An: statalist@hsphsun2.harvard.edu
> > > 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
> >
> > *
> > *   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/
>
>
> *
> *   For searches and help try:
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> *   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/