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


From   "Martin Weiss" <[email protected]>
To   <[email protected]>
Subject   Re: st: double hurdle model with Tobit second stage estimation
Date   Tue, 3 Mar 2009 21:44:17 +0100

<>

In addition to other advice, note the strategy for lazy people:

http://www.stata.com/statalist/archive/2009-02/msg00650.html


HTH
Martin
_______________________
----- Original Message ----- From: "Kirimi Sindi" <[email protected]>
To: <[email protected]>
Sent: Tuesday, March 03, 2009 9:31 PM
Subject: Re: st: double hurdle model with Tobit second stage estimation


Thank you for the site. Unfortunately, I could not figure out how to install it in Stata 10. Anyone who knows how I can install a user written routine?

Kirimi

[email protected] wrote:
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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--
*******************************
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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*   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:
*   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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