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st: double hurdle model with Fractional logit second stage estimation


From   "Beatrice Muriithi" <muriithi@uni-bonn.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: double hurdle model with Fractional logit second stage estimation
Date   Mon, 06 May 2013 13:29:06 +0200

Hey,

I have case of sample selection for which i would wish to use double hurdle model. The dependent variable for the first stage is a discrete variable therefore i can use Probit model. The dependent variable for the second stage is fractional response variable (contains 0-100 - percent). Is it ok if i use GLM (applied mainly for fractional response variable problem) in the second stage? and if yes, is there a do program that can assist me in this procedure to get the correct standard errors accounting for the first stage estimation?

Thank you
Muriithi
Universität Bonn

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