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st: double hurdle model with Fractional logit second stage estimation
From
"Beatrice Muriithi" <[email protected]>
To
[email protected]
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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