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From |
"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Mon, 11 Feb 2008 09:18:25 -0800 |

This sounds very much like a two-part model: your 0 values are clearly identified, so a logistic regression (or probit) can be used to predict 0 or non-zero, and a multiple regression model can be used for the non-zero responses. See an issue of Statistical Methods in Medical Research from 2001 that has several articles on this. They are also called Hurdle models in Econometrics. Tony Peter A. Lachenbruch Department of Public Health Oregon State University Corvallis, OR 97330 Phone: 541-737-3832 FAX: 541-737-4001 -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Anita Sent: Friday, February 08, 2008 5:06 AM To: statalist@hsphsun2.harvard.edu Subject: st: random effects with truncreg possible 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 * * 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/ * * 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: RE: random effects with truncreg possible***From:*Anita <anita.metzger@vtxmail.ch>

**References**:**st: random effects with truncreg possible***From:*Anita <anita.metzger@vtxmail.ch>

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