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Re: st: random effects with truncreg possible

From   Anita <>
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,

--- Anita <> 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
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

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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

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