Dear Statalist users,
I am using double hurdle model in stata in consultation with the article: Burke, W. J. (2009). Fitting and interpreting Cragg's tobit alternative using Stata. Stata Journal,
9 (4): 584-592.
From this article I am able to get the average partial effects APEs for The probabilities regarding whether y is positive (Tier 1) and The expected value of y, conditional on y > 0 (Tier 2a) and Finally, the “unconditional” expected value of y (Tier 2b). I am getting these APEs from the three commands bellow and later using summarize command to get the mean APEs.
generate dpw1_dagehea=[Tier1]_b[agehead ]*normalden(x1g)
generate dEyyx2_dagehead=[Tier2]_b[agehead]*(1-IMR*(x2b/sigma+IMR))
generate dEy_dagehead= [Tier1]_b[agehead]*normalden(x1g)*(x2b+sigma*IMR)+[Tier2]_b[agehead]*normal(x1g)*(1-IMR*(x2b/sigma+IMR))
To get the standard deviations for each variable, I am using the nlcom command for Tier 1 and Tier 2a .
How ever I have two questions
1. How can I obtain p-values that corresponds ton each APEs for Tier 1, Tier 2a and Tier 2a .
1. How can I obtain standard errors for the Tier 2b (the “unconditional” expected value of y) since the nlcom does not specify whether it is for the conditional (Tier 2a) or unconditional (Tier 2b) expectation .
I look forward to your kind response
Esther
I am using double hurdle model in stata in consultation with the article: Burke, W. J. (2009). Fitting and interpreting Cragg's tobit alternative using Stata. Stata Journal,
9 (4): 584-592.
From this article I am able to get the average partial effects APEs for The probabilities regarding whether y is positive (Tier 1) and The expected value of y, conditional on y > 0 (Tier 2a) and Finally, the “unconditional” expected value of y (Tier 2b). I am getting these APEs from the three commands bellow and later using summarize command to get the mean APEs.
generate dpw1_dagehea=[Tier1]_b[agehead ]*normalden(x1g)
generate dEyyx2_dagehead=[Tier2]_b[agehead]*(1-IMR*(x2b/sigma+IMR))
generate dEy_dagehead= [Tier1]_b[agehead]*normalden(x1g)*(x2b+sigma*IMR)+[Tier2]_b[agehead]*normal(x1g)*(1-IMR*(x2b/sigma+IMR))
To get the standard deviations for each variable, I am using the nlcom command for Tier 1 and Tier 2a .
How ever I have two questions
1. How can I obtain p-values that corresponds ton each APEs for Tier 1, Tier 2a and Tier 2a .
1. How can I obtain standard errors for the Tier 2b (the “unconditional” expected value of y) since the nlcom does not specify whether it is for the conditional (Tier 2a) or unconditional (Tier 2b) expectation .
I look forward to your kind response
Esther
