Re: st: random effects with truncreg possible

[Anita <anita.metzger@vtxmail.ch>]

I already use xttobit as an alternative, but I also need to estimate 
Craggs model as it allows for different explanatory variables in the 
selection part and in the regression part.

Maarten buis schrieb:

> The easiest solution would be to use -xttobit-.
>
> Hope this helps,
> Maarten
>
> --- Anita <anita.metzger@vtxmail.ch> 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
> >
> >
> >
> >
> >
> > *
> > *   For searches and help try:
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> > *   http://www.stata.com/support/statalist/faq
> > *   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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>
>   
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