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


From   Edoardo Di Porto <edoardo.diporto@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to deal with Double hurdles post estimation...
Date   Sat, 4 Jul 2009 12:54:13 +0200

Thanks for every advice It was much simple to approach this topic

By the way it remain a doubt onthis double hurdle estimation:

Can a right prediction on Y
be obtained predicting the probabilities at the first stage ("predict
Phat, xb" probit) and multiplying those for the predicted values of Y
("predict Yhat, xb" from the truncreg)  .?

anyboby?

Ed


2009/7/2 Edoardo Di Porto <edoardo.diporto@gmail.com>:
> 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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