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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 14:46:32 -0500 |

Hi Erickson,

I am wondering which would help? Kirimi Erickson, Ken wrote:

Hi David and 'Statalisters', My colleague Mike just suggested this: ...Ken, Can you send my response to him? You need to use a drop statement drop if <var> == 0 Do this before the second stage... See "From the help desk: hurdle models," The Stata Journal, 2003, 3, Number 2, pp.178-184. Hope this helps! Ken Erickson -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of David Jacobs Sent: Wednesday, February 25, 2009 1:47 PM To: statalist@hsphsun2.harvard.edu Subject: Re: st: AW: double hurdle model with Tobit second stage estimationYou've probably thought of this as well, but whatabout the -zip- or -znb- models in Stata. Thoseoptions allow large proportions of zeros in your outcome variable.Is the problem with these models that the valuesabove zero are not integers? If they areintegers or could be made into integers withoutmessing things up, then these two equation count estimators might work.Dave Jacobs At 01:16 PM 2/25/2009, you wrote:Heckprob is not appropriate in my case. Heckprobwould treat the pile of zeros i have asunobserved whereas the Tobit treats them asobserved zeros. This is the case in my data andtherefore heckprob is not an appropriate model.I could run a first stage Probit then a secondstage Tobit. However, the Tobit in the secondstage does not use all the data observed andhence the standard errors will not be correctleading 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 firststage is a Probit model and the second stage isTobit due to pile up of zeros. Is there a doprogram that can assist me in this procedure toget 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 currentlyknow and understand, imagination points to allwe 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

-- *******************************

******************************* 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 * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: AW: double hurdle model with Tobit second stage estimation***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**References**:**st: double hurdle model with Tobit second stage estimation***From:*Kirimi Sindi <sindijul@msu.edu>

**st: AW: double hurdle model with Tobit second stage estimation***From:*"Martin Weiss" <martin.weiss1@gmx.de>

**Re: st: AW: double hurdle model with Tobit second stage estimation***From:*Kirimi Sindi <sindijul@msu.edu>

**Re: st: AW: double hurdle model with Tobit second stage estimation***From:*David Jacobs <jacobs.184@sociology.osu.edu>

**RE: st: AW: double hurdle model with Tobit second stage estimation***From:*"Erickson, Ken" <ERICKSON@ers.usda.gov>

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