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

From   "Carlo Lazzaro" <>
To   <>
Subject   st: R: How to deal with Double hurdles post estimation...
Date   Thu, 2 Jul 2009 12:33:58 +0200

Dear Ed,
the topic you're interested in is covered in Scott Long J, Freese J.
Regression Model for Categorical Dependent Variables Using Stata. Second
Edition. College Station: Stata Press, 2006: 387-393.

Besides, if I remember it right. Prof. Partha Debb (Hunter College, New
York) has published different articles on hurdle models and advised
Statalisters about that as well as other related issues (please, see Stata

Sorry I cannot be more helpful.

Kind Regards,

-----Messaggio originale-----
[] Per conto di Edoardo Di Porto
Inviato: giovedì 2 luglio 2009 11.31
Oggetto: st: How to deal with Double hurdles post estimation...

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" 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.


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