Re: st: double hurdle model with Fractional logit second stage estimation

["Beatrice Muriithi" <muriithi@uni-bonn.de>]

Thank you Jeph and Federico


On Mon, 06 May 2013 13:30:08 -0400
 Jeph Herrin <stata@spandrel.net> wrote:
> 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
> > > > >
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> > >
> > > Beatrice wambui Muriithi Junior Researcher, Centre for 
> > > Development Research, ZEF; Universität Bonn
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Beatrice wambui Muriithi
Junior Researcher,
Centre for Development Research, ZEF; Universität Bonn
Walter-Flex-Street 3,
53113,Bonn
Germany
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