The easiest solution would be to use -xttobit-.
Hope this helps,
Maarten
--- Anita <[email protected]> wrote:
> Dear Statalist Members
>
> Sorry for posting again, I learned that I didn't explain my problem
> accurately. Sorry for any inconvenience caused.
> I am currently estimating a model based on Cragg ("Some statistical
> models for Limited Dependent Variable with Application to the Demand
> of
> Consumer Goods", 1971)
>
> My research topic is to compare the models used in the literature to
> explain the allocation of bilateral ODA (official development
> assistance, so money for development).
> So there exist countries who do not recieve ODA (value =0) and others
>
> do. I do have data on both. So it is not a typical truncation
> problem.
> First there is a selection equation to decide if a country gets ODA,
> I
> estimate this via a Probit Model. (y1=1 if they get ODA)
> on a second step I estimate for all positive outcomes of the Probit
> Model a Regression to estimate how much money they get.
>
> As I am working with a panel (different developing countries over
> time)
> I would like to do this with random effects. For Probit there exists
> a
> xtprobit command, for truncreg (command for the regressionpart) I
> didn't
> find anything.
> Is there a possibility to do this?
> As I indicated above, I have to compare the models used in the
> literature, so I have to do Cragg's Model preferably with random
> effects
> so I can compare with other models.
>
> As a second question: is there a better way to solve the problem as
> with
> truncreg? As I know, the studies used this, but it does not seem to
> fit
> very well
>
> thanks a lot
> Anita
>
>
>
>
>
> *
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> * http://www.ats.ucla.edu/stat/stata/
>
-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands
visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715
http://home.fsw.vu.nl/m.buis/
-----------------------------------------
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