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

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Mon, 11 Feb 2008 19:29:48 +0100 |

Thanks you Tony, it is a Two Part Model indeed, but I was always told to use truncreg for the second part (after Probit), and so there is no option for panel. If you use normal multiple regression, results may be biased I would say...

Could anyone help me if my argument is wrong?

Lachenbruch, Peter schrieb:

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

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**Follow-Ups**:**RE: st: RE: random effects with truncreg possible***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

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

**st: RE: random effects with truncreg possible***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

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