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From |
Prerna S <maruiprerna@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: ZOIB procedure |

Date |
Wed, 21 Sep 2011 06:19:27 -0400 |

Thanks for clarifying the procedure, Maarten. Your emails have been very helpful! Prerna On 20 September 2011 06:38, Maarten Buis <maartenlbuis@gmail.com> wrote: > On Tue, Sep 20, 2011 at 12:19 PM, Prerna S <maruiprerna@gmail.com> wrote: >> What i really should have asked is how does the marginal effects >> option in zoib combine the effects of all 2-3 equations in the model? >> Heckman (I understand it's a different procedure and not really >> comparable) uses a mills ratio to do so. Does zoib do something >> similar? > > No, this is also why I warned you not to think of -zoib- as a > selection model. In principle you can estimate a zoib by just > estimating a beta-model for the part between 0 and 1, and a logit for > the exact 0s and exact 1s. -zoib- assumes that these two processes are > completely separate. However, by estimating them in one model you can > compute a expected proportion that includes the inflation parts, and > that is what the default prediction is, and through that becomes the > default for marginal effects. However, for you this is irrelevant as > you said earlier that you do not to care about this expected > proportion but only about the conditional proportion and the > probability of having an exact 0. > > Below is an example that shows that the equations in -zoib- are > completely separate. > > *--------------------- begin example ---------------------- > // get data > use http://fmwww.bc.edu/repec/bocode/k/k401.dta, clear > replace totemp = totemp/100 > > // estimate zoib as one model > zoib prate mrate totemp age sole, /// > oneinflate( mrate totemp age sole) > > // Indication 1: > // the covariances of the proportion and oneinflate equation > // and oneinlate and ln_phi equation are effectively 0 > matlist e(V) > > // Indication 2: > // estimate zoib in two separate parts leads to exactly > // the same estimates > betafit prate , mu(mrate totemp age sole) > gen one = prate == 1 if prate < . > logit one mrate totemp age sole > *---------------------- end example ----------------------- > > -- Maarten > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > > http://www.maartenbuis.nl > -------------------------- > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: ZOIB procedure***From:*Prerna S <maruiprerna@gmail.com>

**Re: st: ZOIB procedure***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: ZOIB procedure***From:*Prerna S <maruiprerna@gmail.com>

**Re: st: ZOIB procedure***From:*Prerna S <maruiprerna@gmail.com>

**Re: st: ZOIB procedure***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: ZOIB procedure***From:*Prerna S <maruiprerna@gmail.com>

**Re: st: ZOIB procedure***From:*Prerna S <maruiprerna@gmail.com>

**Re: st: ZOIB procedure***From:*Maarten Buis <maartenlbuis@gmail.com>

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