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st: How to deal with Double hurdles post estimation...


From   Edoardo Di Porto <edoardo.diporto@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: How to deal with Double hurdles post estimation...
Date   Thu, 2 Jul 2009 11:30:34 +0200

I've estimated a double hurdle model (Cragg,1971) following the
procedure explained in Mc Dowell et al.
So with a combination of command...
I've estimated a firts stage with "probit" and a second with a "truncreg"
I've the same covariates in both the stage. The dependent variables
are: a dummy in the first stage (of course)
while in the second I've a real positive, Let's call it "Y".
I get my estimates for betas in both the stages...but now I need to compute:
a) the betas for the double hurdle model
b) predict Y for the double hurdle model
c) compute the elasticities  Y/Xi for the double hurdle model.

I guess that: a) it should be the sum of the betas in the first and
second stage ("B1 from probit+B1 from truncreg"...is it true?)
 b) could be obtained predicting the probabilities at the first stage
(predict xb) and multiplying those for the predicted values of Y.?..
No idea for c)!...someone knows anything about it.

Ed

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