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From | John Ataguba <johnataguba@yahoo.co.uk> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: Hurlde models |
Date | Thu, 3 Jun 2010 14:27:19 +0000 (GMT) |
Thank you Michael for this. Very helpful. Regards Jon ________________________________ From: Michael N. Mitchell <Michael.Norman.Mitchell@gmail.com> To: statalist@hsphsun2.harvard.edu Sent: Thu, 3 June, 2010 9:00:33 Subject: Re: st: Hurlde models Dear Jon I wonder if this article from the Stata Journal about hurdle models is helpful. http://www.stata-journal.com/sjpdf.html?articlenum=st0040 I hope this might help, Michael N. Mitchell Data Management Using Stata - http://www.stata.com/bookstore/dmus.html A Visual Guide to Stata Graphics - http://www.stata.com/bookstore/vgsg.html Stata tidbit of the week - http://www.MichaelNormanMitchell.com On 2010-06-02 11.47 PM, John Ataguba wrote: > Dear members > > This may sound simple but I have been trying to understand using the Hurdle models. This is a two-part model but I wonder if the two parts are estimated in some sort of independent ways. By this I mean running the probit (or any other binary choice model) in the first instance, and for those that cross the hurdle, run a truncated-at-zero count model for instance. > > Basically my question is then: Do we need anything estimated from the first part introduced into the second part to correct for any thing? This is because the Heckman model (though this is two-step and not two-part) includes something like the inverse of Mill's ratio. I was just wondering if you would need something similar to this in the second part of a hurdle model. > > Any useful suggestion on this will be appreciated. > > Regards > > > Jon > > > > > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/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/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/statalist/faq * http://www.ats.ucla.edu/stat/stata/