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| From | "Beatrice Muriithi" <muriithi@uni-bonn.de> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: double hurdle model with Fractional logit second stage estimation |
| Date | Mon, 06 May 2013 13:29:06 +0200 |
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/