Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

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 13:30:08 -0400


Federico is correct, as long as your continous variable is 0 (and not missing) when the binary variable is 0. If it the continous variable is missing when the binary variable is 0, you can create a new depvar that has the correct properties:

  gen newdepvar=cond(var1==0,0,var2)

and use this as the depvar.

hth,
Jeph



On 5/6/2013 10:40 AM, Federico Belotti wrote:
Dear Beatrice,

if my understanding of your problem is correct, you can solve your issue by directly specifying as depvar your
continuous variable. -tpm- will automatically generate (for the first part regression) a dummy equal to 1 when the
continuous variable is greater than 0. My suggestion is to normalize your continuous variable in order to get a
depvar that is bounded between 0 and 1.

HTH, Federico


On May 6, 2013, at 4:08 PM, Beatrice Muriithi wrote:

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

* *   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/


* *   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/

Beatrice wambui Muriithi Junior Researcher, Centre for Development Research, ZEF; Universität Bonn
Walter-Flex-Street 3, 53113,Bonn Germany * *   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/

*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index