Re: st: double hurdle model with Fractional logit second stage estimation

["Beatrice Muriithi" <muriithi@uni-bonn.de>]

Thank you Jeph,
I have installed tpm and tried to execute the model. 
Unfortunately tpm requires that the dependent variables 
for both parts are the same (error:"The dependent variable 
must be the same in both equations" r(110)). In my case, 
the dependent variable are different, the first stage has 
a discrete variable (0,1) and the second part has 
continuous variable but include 0 and 100 (proportion). I 
will appreciate any further insights.
Regards
Beatrice


On Mon, 06 May 2013 09:10:31 -0400
 Jeph Herrin <stata@spandrel.net> wrote:
> Look at
>
>    ssc describe tpm
>
> hth,
> Jeph
>
>
> On 5/6/2013 7:29 AM, Beatrice Muriithi wrote:
> > Hey,
> >
> > I have case of sample selection for which i would wish 
> > to use double hurdle model. The dependent variable for 
> > the first
> > stage is a discrete variable therefore i can use Probit 
> > model. The dependent variable for the second stage is 
> > fractional
> > response variable (contains 0-100  - percent). Is it ok 
> > if i use GLM (applied mainly for fractional response 
> > variable
> > problem) in the second stage? and if yes, 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
> > Muriithi
> > Universität Bonn
> >
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Beatrice wambui Muriithi
Junior Researcher,
Centre for Development Research, ZEF; Universität Bonn
Walter-Flex-Street 3,
53113,Bonn
Germany
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