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Re: st: double hurdle model with Fractional logit second stage estimation


From   Jeph Herrin <stata@spandrel.net>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: double hurdle model with Fractional logit second stage estimation
Date   Mon, 06 May 2013 09:10:31 -0400

Look at

   ssc describe tpm

hth,
Jeph


On 5/6/2013 7:29 AM, Beatrice Muriithi wrote:
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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