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st: -tpm- : a command for estimating two-part models


From   Partha Deb <partha.deb@hunter.cuny.edu>
To   Statalist <statalist@hsphsun2.harvard.edu>
Subject   st: -tpm- : a command for estimating two-part models
Date   Thu, 1 Nov 2012 12:08:53 -0400

Statalisters,

Thanks to Kit Baum, -tpm-, a module for estimating two-part models for mixed discrete-continuous outcomes, is now available at SSC. In two part models, a binary choice model is estimated for the probability of observing a zero versus positive outcome. Then, conditional on a positive outcome, an appropriate regression model is estimated for the positive outcome. -tpm- focuses on continuous outcomes modeled using -regress- or -glm-. When the outcome is a count variable, such models are known as hurdle models. Of special note is that -tpm- allows the user to leverage the capabilities of -predict- and -margins- to calculate predictions and marginal effects from the combined first- and second-part models.

-tpm- can be installed from SSC. Type -findit tpm- in your Stata command line and look for
tpm from http://fmwww.bc.edu/RePEc/bocode/t

Best.

Partha



--
Partha Deb
Professor of Economics
Director of Graduate Studies
Hunter College
ph:  (212) 772-5435
fax: (212) 772-5398
http://urban.hunter.cuny.edu/~deb/

Emancipate yourselves from mental slavery
None but ourselves can free our minds.
	- Bob Marley

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