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Re: st: AW: double hurdle model with Tobit second stage estimation


From   Kirimi Sindi <sindijul@msu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: double hurdle model with Tobit second stage estimation
Date   Wed, 25 Feb 2009 13:16:38 -0500

Heckprob is not appropriate in my case. Heckprob would treat the pile of zeros i have as unobserved whereas the Tobit treats them as observed zeros. This is the case in my data and therefore heckprob is not an appropriate model. I could run a first stage Probit then a second stage Tobit. However, the Tobit in the second stage does not use all the data observed and hence the standard errors will not be correct leading to wrong t statistics and be unable to interpret the results.

Kirimi

Martin Weiss wrote:
<>
Have you looked into


*************
help heckprob
*************

?


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Kirimi Sindi
Gesendet: Mittwoch, 25. Februar 2009 17:43
An: statalist@hsphsun2.harvard.edu
Betreff: st: double hurdle model with Tobit second stage estimation

Hey,

I working on a double hurdle model. The first stage is a Probit model and the second stage is Tobit due to pile up of zeros. Is there a do program that can assist me in this procedure to get the correct standard errors accounting for the first stage estimation?

Thank you,

Kirimi


--
*******************************
Imagination is more important than knowledge. For while knowledge defines all we currently know and understand, imagination points to all we might yet discover and create.
*******************************

Kirimi Sindi
PhD Candidate
Department of Agricultural,
Food, and Resource Economics
Room 20 Cook Hall
Michigan State University
East Lansing,  MI  48824
Telephone: +1-517-353-5320
Home Tel : +1-517-355-8151	
Fax: +1-517-432-1800

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