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Re: st: AW: Sample selection models under zero-truncated negative binomial models


From   John Ataguba <johnataguba@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: AW: Sample selection models under zero-truncated negative binomial models
Date   Tue, 2 Jun 2009 16:49:44 +0000 (GMT)

Thanks Martin.  Going through the -cmp- I could not figure out how to specify the ztnb model.  I could fit in OLS, probit, and also tobit type models.  I would appreciate if you could provide me with further references on how to implement the ztnb or any sample selection model using the -cmp-.

Thanks for the support.

Regards
 
Jon  



----- Original Message ----
From: Martin Weiss <martin.weiss1@gmx.de>
To: statalist@hsphsun2.harvard.edu
Sent: Tuesday, 2 June, 2009 16:01:33
Subject: st: AW: Sample selection models under zero-truncated negative binomial models


<> 

Try 

*************
ssc d cmp
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von John Ataguba
Gesendet: Dienstag, 2. Juni 2009 16:00
An: Statalist statalist mailing
Betreff: st: Sample selection models under zero-truncated negative binomial
models

Dear colleagues,

I want to enquire if it is possible to perform a ztnb (zero-truncated
negative binomial) model on a dataset that has the zeros observed in a
fashion similar to the heckman sample selection model.

Specifically, I have a binary variable on use/non use of outpatient health
services and I fitted a standard probit/logit model to observe the factors
that predict the probaility of use.  Subsequently, I want to explain the
factors the influence the amount of visits to the health facililities. Since
this is a count data, I cannot fit the standard Heckman model using the
standard two-part procedure in stata command -heckman-.

My fear now is that my sample of users will be biased if I fit a ztnb model
on only the users given that i have information on the non-users which I
used to run the initial probit/logit estimation.  

Is it possible to generate the inverse of mills' ratio from the probit model
and include this in the ztnb model? will this be consistent? etc...

Are there any smarter suggestions?  Any reference that has used the similar
sample selection form will be appreciated.

Regards

Jon



      


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