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


From   "Beatrice Muriithi" <muriithi@uni-bonn.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: double hurdle model with Fractional logit second stage estimation
Date   Mon, 06 May 2013 16:08:38 +0200

Thank you Jeph,
I have installed tpm and tried to execute the model. Unfortunately tpm requires that the dependent variables for both parts are the same (error:"The dependent variable must be the same in both equations" r(110)). In my case, the dependent variable are different, the first stage has a discrete variable (0,1) and the second part has continuous variable but include 0 and 100 (proportion). I will appreciate any further insights.
Regards
Beatrice


On Mon, 06 May 2013 09:10:31 -0400
 Jeph Herrin <stata@spandrel.net> wrote:
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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Beatrice wambui Muriithi
Junior Researcher,
Centre for Development Research, ZEF; Universität Bonn
Walter-Flex-Street 3,
53113,Bonn
Germany
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