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st: random effects with truncreg possible


From   Anita <anita.metzger@vtxmail.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: random effects with truncreg possible
Date   Fri, 08 Feb 2008 14:05:30 +0100

Dear Statalist Members

Sorry for posting again, I learned that I didn't explain my problem accurately. Sorry for any inconvenience caused.
I am currently estimating a model based on Cragg ("Some statistical models for Limited Dependent Variable with Application to the Demand of Consumer Goods", 1971)

My research topic is to compare the models used in the literature to explain the allocation of bilateral ODA (official development assistance, so money for development).
So there exist countries who do not recieve ODA (value =0) and others do. I do have data on both. So it is not a typical truncation problem.
First there is a selection equation to decide if a country gets ODA, I estimate this via a Probit Model. (y1=1 if they get ODA)
on a second step I estimate for all positive outcomes of the Probit Model a Regression to estimate how much money they get.

As I am working with a panel (different developing countries over time) I would like to do this with random effects. For Probit there exists a xtprobit command, for truncreg (command for the regressionpart) I didn't find anything.
Is there a possibility to do this?
As I indicated above, I have to compare the models used in the literature, so I have to do Cragg's Model preferably with random effects so I can compare with other models.

As a second question: is there a better way to solve the problem as with truncreg? As I know, the studies used this, but it does not seem to fit very well

thanks a lot
Anita





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