Dear STATA users,
I have the following set-up of my data (see attachment) and trying to find what command to use that suits my case: First stage is a binary decision to participate or not (y1= 0, 1). Second stage is an ordered decision, whether to add to a baseline donation once, twice or thrice (y2=0,1,2,3). And the third decision is the donation amount conditional on the four possible outcomes from the second stage (y= y3, y4, y5, y6). I want to estimate the three stages together. I read that this could be done using gsem and cmp in STATA. I have some success with cmp (by David Roodmand : Estimating fully observed recursive mixed-process models with cmp Stata J., 11 (2) (2011), pp. 159-206).
I used the following command:
I get the estimation result for the three stages. But the third stage only produces one outcome y. Is there a way to estimate the model so that I can get y3, y4, y5 and y6 separately in the third state of estimation? Is it possible to combine -if- command in the third stage somehow? I wold greatly appreciate any help with this.
Thanks,
Anwesha
I have the following set-up of my data (see attachment) and trying to find what command to use that suits my case: First stage is a binary decision to participate or not (y1= 0, 1). Second stage is an ordered decision, whether to add to a baseline donation once, twice or thrice (y2=0,1,2,3). And the third decision is the donation amount conditional on the four possible outcomes from the second stage (y= y3, y4, y5, y6). I want to estimate the three stages together. I read that this could be done using gsem and cmp in STATA. I have some success with cmp (by David Roodmand : Estimating fully observed recursive mixed-process models with cmp Stata J., 11 (2) (2011), pp. 159-206).
I used the following command:
Code:
cmp(respond = x1 x2 x3)(multiple_add = x2 x3 x4)(ln_contribution= x3 x4 x5), ind($cmp_probit $cmp_oprobit $cmp_cont) nonrtolerance vce(robust)
Thanks,
Anwesha
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