[Limdep Nlogit List] multivariate probit and selection

[Arulampalam, Wiji]

Thanks Elsa,
I am afraid I do not have 'yes' in the first stage and then 0 in the
second stage.
Best
wiji 



-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of elsa
marques
Sent: 16 October 2009 12:17
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] multivariate probit and selection

Dear Wiji,

After they say "yes", can they still choose to give to zero charities?
If
so, a zero-inflated model could be possible (ie ZI neg bin/poisson). I
used
this type of model a few months back in Limdep. I was using panel data
but I
couldn't get estimates for the zero-inflated part of the regression, but
it
works very well if you're doing it cross-section and you get the same as
stata. If you end up using this in a panel setting, please let me know
if
you find the right comand to retrieve the ZI parameters. If they can't
choose to give to 0 charaties after saying yes, then this model would
not be
appropriate.

Elsa

On Fri, Oct 16, 2009 at 10:53 AM, Arulampalam, Wiji <
Wiji.Arulampalam at warwick.ac.uk> wrote:

> Dear All,
>
> Does anyone know of any published references to the following problem
> please?  I would also like to know whether Limdep/Nlogit would able to
> handle the estimation.  The problem is explained below with an
example.
>
> In the first stage, individuals decide on whether to contribute to a
> charity or not.  In the second stage, given yes, the individuals
choose
> which charity to give.  They can give to more than one charity.  The
> problem I have is that the second stage is only defined for all those
> who chose to go down the route of a 'yes'.  This means that if I used
a
> multivariate probit for the second stage, what do I do with the
> probability attached to the outcome of zeros in all of the three
> probits?
>
> I hope you all can understand what I am trying to say here.
>
> Thanks very much.
> Best
> wiji
>
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