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From |
Anita <anita.metzger@vtxmail.ch> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: random effects with truncreg possible |

Date |
Fri, 08 Feb 2008 15:06:15 +0100 |

I already use xttobit as an alternative, but I also need to estimate Craggs model as it allows for different explanatory variables in the selection part and in the regression part.

Maarten buis schrieb:

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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* http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: random effects with truncreg possible***From:*Even Bergseng <even.bergseng@umb.no>

**Re: st: random effects with truncreg possible***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**References**:**Re: st: random effects with truncreg possible***From:*Maarten buis <maartenbuis@yahoo.co.uk>

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