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

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

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

Date |
Mon, 11 Feb 2008 12:40:17 -0800 |

Could you use xtmixed and xtmelogit with if statements? For example, if I didn't have the clustering, I'd use Reg y x1 x2 etc if y>0 Logit y x1 x2 etc (may be better to define z=y>0 and use z as the dependent variable). Then you can get a combined test by adding the chi-squared tests. I'm not sure if this will work if you replace reg and logit by xtmixed and xtmelogit, but the argument seems OK to me. 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: Monday, February 11, 2008 10:30 AM To: statalist@hsphsun2.harvard.edu Subject: Re: st: RE: random effects with truncreg possible 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 > > > > > > * > * 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/ > > * * 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/

**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>

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

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