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Re: st: Two part model - How to combine models?


From   Robert A Yaffee <bob.yaffee@nyu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Two part model - How to combine models?
Date   Wed, 22 Aug 2007 09:54:05 -0400

Tamara,
  Take a look at the sample selection models-particularly, the Heckman selection model.
         Regards,
                Bob Yaffee 
         

Robert A. Yaffee, Ph.D.
Research Professor
Shirley M. Ehrenkranz
School of Social Work
New York University

home address:
Apt 19-W
2100 Linwood Ave.
Fort Lee, NJ
07024-3171
Phone: 201-242-3824
Fax: 201-242-3825
yaffee@nyu.edu
homepage: http://homepages.nyu.edu/~ray1/

----- Original Message -----
From: Tamara Pejovic <tamara.pejovic@ic.ac.uk>
Date: Wednesday, August 22, 2007 9:45 am
Subject: st: Two part model - How to combine models?
To: statalist@hsphsun2.harvard.edu


> Hi,
> I have a quick question. I have a response variables that is 
> positively 
> skewed and contain a substantial proportion of zeroes. Since a common 
> 
> method for analyzing this type of data is a two-part model I have the 
> 
> analysis of three stages:
> The first involved creating two sets of data from the original: one 
> showing whether or not the problem is present and the other indicating 
> 
> the "level of the problem" when problem is present.
> The second stage involved modelling occurrence of problem, using 
> logistic regression, and separately modeling the level data using 
> ordinary regression.
> 
> Finally, the third stage should be combining the two models in order 
> to 
> estimate the expected "level of the problem" for a specific set of 
> values of possible predictors.
> 
> My question is how to do this? Is it just enough to multiple 
> probabilities using conditional probabilities rule? Does STATA have a 
> 
> module for solving two-part models?
> 
> Thanks,
> Tash
> 
> 
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