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st: Hurlde models

From   John Ataguba <>
To   Statalist statalist mailing <>
Subject   st: Hurlde models
Date   Thu, 3 Jun 2010 06:47:22 +0000 (GMT)

Dear members

This may sound simple but I have been trying to understand using the Hurdle models.  This is a two-part model but I wonder if the two parts are estimated in some sort of independent ways.  By this I mean running the probit (or any other binary choice model) in the first instance, and for those that cross the hurdle, run a truncated-at-zero count model for instance.

Basically my question is then: Do we need anything estimated from the first part introduced into the second part to correct for any thing?  This is because the Heckman model (though this is two-step and not two-part) includes something like the inverse of Mill's ratio.  I was just wondering if you would need something similar to this in the second part of a hurdle model.

Any useful suggestion on this will be appreciated.




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