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st: Sample selection models under zero-truncated negative binomial models


From   John Ataguba <[email protected]>
To   Statalist statalist mailing <[email protected]>
Subject   st: Sample selection models under zero-truncated negative binomial models
Date   Tue, 2 Jun 2009 13:59:55 +0000 (GMT)

Dear colleagues,

I want to enquire if it is possible to perform a ztnb (zero-truncated negative binomial) model on a dataset that has the zeros observed in a fashion similar to the heckman sample selection model.

Specifically, I have a binary variable on use/non use of outpatient health services and I fitted a standard probit/logit model to observe the factors that predict the probaility of use.  Subsequently, I want to explain the factors the influence the amount of visits to the health facililities. Since this is a count data, I cannot fit the standard Heckman model using the standard two-part procedure in stata command -heckman-.

My fear now is that my sample of users will be biased if I fit a ztnb model on only the users given that i have information on the non-users which I used to run the initial probit/logit estimation.  

Is it possible to generate the inverse of mills' ratio from the probit model and include this in the ztnb model? will this be consistent? etc...

Are there any smarter suggestions?  Any reference that has used the similar sample selection form will be appreciated.

Regards

Jon



      


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