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From |
Brent Gibbons <brent.gibbons@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: hurdle nb model marginal effects? |

Date |
Mon, 18 Mar 2013 11:30:26 -0400 |

Dimitriy, thanks for reminding me about the fact that the hurdle-nb model can be decomposed into a logit and a zero-truncated nb. To explain my concerns, let me label the binary outcome of the logit by B=1 if in fact the response is non-zero (and B=0 otherwise) and let me label the continuous outcome of the truncated nb as Y. The combined marginal effect of a continuous X variable on the conditional expected value of the outcome is = d[E{(B|X)*(Y|X)}/dX. (Consider "d" as the relevant symbol for the partial derivative. Sorry I can't do the correct symbol in g-mail.) The first problem is how do I compute this derivative if all I have are d[E(B|X)]/dx and d[E(Y|X)]/dx? Can independence of the conditional expectations be assumed? I assume that if this derivative can be computed, I would follow the procedure used in the Stata "margins" command and just take the sample average of this derivative. but this leads to the second question: how should I compute the estimated variance of this sample average of d[E{(B|X)*(Y|X)}/dX? The third question arises when the X in question is a dummy variable rather than continuous. How do I deal with the computation of the average differential (rather than derivative) in dealing with marginal effects of dummy variables? Thanks for any suggestions. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: hurdle nb model marginal effects?***From:*"Dimitriy V. Masterov" <dvmaster@gmail.com>

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