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


From   Kirimi Sindi <sindijul@msu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: double hurdle model with Tobit second stage estimation
Date   Tue, 03 Mar 2009 15:31:57 -0500

Thank you for the site. Unfortunately, I could not figure out how to install it in Stata 10. Anyone who knows how I can install a user written routine?

Kirimi

nicola.baldini2@unibo.it wrote:
Belated answer: you are searching for -dhurdle-. It is some kind of alpha version (but an user said it worked, and it produced results that made sense, see more on the list last month), and I thought I found it around there http://www.sml.hw.ac.uk/somjaf/Stata/ (see also on the list for some suggestion on how to install it)

Nicola

P.S. I'll NOT receive/read any email but the Digest.

At 02.33 26/02/2009 -0500, Kirimi Sindi wrote:
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

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