Belated answer: you are searching for -dhurdle-. It is some kind of alpha version (but an user said it worked, and it produced results that made sense, see more on the list last month), and I thought I found it around there http://www.sml.hw.ac.uk/somjaf/Stata/ (see also on the list for some suggestion on how to install it)
Nicola
P.S. I'll NOT receive/read any email but the Digest.
At 02.33 26/02/2009 -0500, Kirimi Sindi wrote:
>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
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