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Re: st: Hurlde models
From
John Ataguba <[email protected]>
To
[email protected]
Subject
Re: st: Hurlde models
Date
Thu, 3 Jun 2010 14:27:19 +0000 (GMT)
Thank you Michael for this. Very helpful.
Regards
Jon
________________________________
From: Michael N. Mitchell <[email protected]>
To: [email protected]
Sent: Thu, 3 June, 2010 9:00:33
Subject: Re: st: Hurlde models
Dear Jon
I wonder if this article from the Stata Journal about hurdle models is helpful.
http://www.stata-journal.com/sjpdf.html?articlenum=st0040
I hope this might help,
Michael N. Mitchell
Data Management Using Stata - http://www.stata.com/bookstore/dmus.html
A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html
Stata tidbit of the week - http://www.MichaelNormanMitchell.com
On 2010-06-02 11.47 PM, John Ataguba wrote:
> Dear members
>
> This may sound simple but I have been trying to understand using the Hurdle models. This is a two-part model but I wonder if the two parts are estimated in some sort of independent ways. By this I mean running the probit (or any other binary choice model) in the first instance, and for those that cross the hurdle, run a truncated-at-zero count model for instance.
>
> Basically my question is then: Do we need anything estimated from the first part introduced into the second part to correct for any thing? This is because the Heckman model (though this is two-step and not two-part) includes something like the inverse of Mill's ratio. I was just wondering if you would need something similar to this in the second part of a hurdle model.
>
> Any useful suggestion on this will be appreciated.
>
> Regards
>
>
> Jon
>
>
>
>
>
>
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