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Re: st: random effects with truncreg possible


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: random effects with truncreg possible
Date   Fri, 8 Feb 2008 14:03:41 +0000 (GMT)

The easiest solution would be to use -xttobit-.

Hope this helps,
Maarten

--- Anita <anita.metzger@vtxmail.ch> wrote:

> 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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> 


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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