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st: Craggit estimating p-values


From   Ghazal Zulfiqar <[email protected]>
To   [email protected]
Subject   st: Craggit estimating p-values
Date   Thu, 20 Jun 2013 16:48:27 -0400

Dear Statalisters,

I am using William Burke's Craggit to estimate a hurdle model. I am using probit to calculate the significance of the coefficients for the 1st tier and the bootstrap routine that he has provided in his ado file (http://www.stata-journal.com/software/sj9-4/st0179/craggit.do) to calculate the significance for the coefficients from the 2nd tier model, which is the conditional expected value of y for every value of x. But Craggit also calculates the unconditional expected value of y for every x and there is no mention in Burke's ado file or his Stata Journal paper (http://www.stata-journal.com/sjpdf.html?articlenum=st0179) about how to calculate the significance for the unconditional expected value.

I would appreciate if anyone has any ideas.

Thanks very much,
Ghazal Zulfiqar 
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