So I am currently running the following two-step hurdle regression, where outcome variable= amount remitted in past 12 months in South African Rand and my main variables of interest are cultural variables: language group, trust (continuous), religion. My first output makes sense and I know that the coefficients can be interpreted as percentage changes where I have to exp(coefficient) to get the percentage change in the amount remitted in the past 12 month. I also know that this percentage change is only for those that do remit without taking the people who do not remit into account. When I then apply the margins, dydx (*) command the coefficients are all insignificant, why? I am so confused. I want to compare the findings from the hurdle model with the findings from the tobit model but to do that I need the average marginal effects if I am not mistaken?
This is the first command:
Code:
churdle exponential new_amount12 ib1.pop_lngorigins c.pca_generaltrst1 ib6.religion ib1.brnprov ib1.best_gen ib4.edu_lev i.empl_stat ib1.best_marstt ib5.age_intervals c.hhsize c.tot_ass i.mis_rel_hhhead [pw=wgt] /// , select (ib1.pop_lngorigins c.pca_generaltrst1 ib6.religion ib1.brnprov ib1.best_gen ib4.edu_lev i.empl_stat ib1.best_marstt ib5.age_intervals c.hhsize i.hh_income i.mis_rel_hhhead) ll(0) nolog
Code:
Cragg hurdle regression Number of obs = 8,288
LR chi2(54) = 4091466.03
Prob > chi2 = 0.0000
Log likelihood = -32540120 Pseudo R2 = 0.0591
---------------------------------------------------------------------------------------------------
| Robust
new_amount12 | Coef. Std. Err. z P>|z| [95% Conf. Interval]
----------------------------------+----------------------------------------------------------------
new_amount12 |
pop_lngorigins |
West Germanic - coloured | .0151518 .3625419 0.04 0.967 -.6954172 .7257208
West Germanic - black | .8420736 .4540393 1.85 0.064 -.0478271 1.731974
West Germanic - other | -.077703 .5732491 -0.14 0.892 -1.201251 1.045845
Nguni | .4833065 .2636044 1.83 0.067 -.0333485 .9999616
Sotho | .3572018 .2559595 1.40 0.163 -.1444696 .8588733
Venda | .8356973 .369571 2.26 0.024 .1113514 1.560043
Tsonga | .724739 .358022 2.02 0.043 .0230289 1.426449
|
pca_generaltrst1 | .0430806 .0375554 1.15 0.251 -.0305265 .1166878
|
religion |
1. No religion | .4564159 .1748545 2.61 0.009 .1137073 .7991245
2. Christian | .2068272 .139245 1.49 0.137 -.066088 .4797423
3. Jewish | -.2558819 .4139776 -0.62 0.537 -1.067263 .5554993
4. Muslim | 1.159979 .3416235 3.40 0.001 .4904094 1.829549
5. Hindu | 2.484475 .6094421 4.08 0.000 1.289991 3.67896
7. Other | 1.630945 .2984687 5.46 0.000 1.045957 2.215933
|
brnprov |
2. Eastern Cape | .2017016 .2601594 0.78 0.438 -.3082015 .7116046
3. Northern Cape | -.2304978 .3462769 -0.67 0.506 -.909188 .4481924
4. Free State | -.1105785 .3147365 -0.35 0.725 -.7274508 .5062938
5. KwaZulu-Natal | .0397106 .2644463 0.15 0.881 -.4785946 .5580158
6. North West | .391 .3296639 1.19 0.236 -.2551293 1.037129
7. Gauteng | .3609432 .2905824 1.24 0.214 -.2085878 .9304742
8. Mpumalanga | .1328948 .292991 0.45 0.650 -.4413571 .7071467
9. Limpopo | -.3121864 .3079031 -1.01 0.311 -.9156653 .2912926
|
best_gen |
2. Female | -.3676471 .121142 -3.03 0.002 -.6050811 -.1302131
|
edu_lev |
incomplete primary | -.1100907 .2570425 -0.43 0.668 -.6138849 .3937034
primary completed | -.4876873 .2409775 -2.02 0.043 -.9599945 -.0153801
incomplete secondary | -.1596677 .1102049 -1.45 0.147 -.3756652 .0563299
lower tertiary | -.0682285 .1147885 -0.59 0.552 -.2932097 .1567528
higher tertiary | .3870053 .3045512 1.27 0.204 -.2099041 .9839147
other | -.0057022 .4641771 -0.01 0.990 -.9154726 .9040681
25 | -.0557037 .2024344 -0.28 0.783 -.4524678 .3410604
|
empl_stat |
employed | .049679 .1442645 0.34 0.731 -.2330743 .3324323
|
best_marstt |
2. Living with Partner | -.3406467 .1475297 -2.31 0.021 -.6297996 -.0514937
3. Widow/Widower | -.6479521 .2798065 -2.32 0.021 -1.196363 -.0995414
4. Divorced or Seperated | -.4454761 .2500537 -1.78 0.075 -.9355723 .0446201
5. Never married | -.3589968 .1274277 -2.82 0.005 -.6087505 -.109243
|
age_intervals |
6. 20-24 | .0100689 .4866739 0.02 0.983 -.9437944 .9639322
7. 25-29 | .3229936 .4836836 0.67 0.504 -.6250088 1.270996
8. 30-34 | .5553372 .4870066 1.14 0.254 -.3991781 1.509852
9. 35-39 | .54672 .5021564 1.09 0.276 -.4374885 1.530929
10. 40-44 | .5075352 .4970063 1.02 0.307 -.4665792 1.48165
11. 45-49 | .7026454 .5066118 1.39 0.165 -.2902954 1.695586
12. 50-54 | .7924941 .5086039 1.56 0.119 -.2043513 1.789339
13. 55-59 | .6524839 .531552 1.23 0.220 -.3893388 1.694307
14. 60-64 | .6450129 .5637161 1.14 0.253 -.4598504 1.749876
|
hhsize | -.1627475 .0274967 -5.92 0.000 -.2166401 -.1088549
tot_ass | 3.57e-08 1.65e-08 2.17 0.030 3.44e-09 6.79e-08
|
mis_rel_hhhead |
Parents/Siblings/children in-law | .145954 .2785591 0.52 0.600 -.4000119 .6919199
Spouse/partner | -.2575227 .1711174 -1.50 0.132 -.5929067 .0778613
Children | .5100339 .1941569 2.63 0.009 .1294934 .8905745
Parents | -.8928495 .4417946 -2.02 0.043 -1.758751 -.026948
Siblings | .5656037 .1907876 2.96 0.003 .1916668 .9395406
Other family | .3879462 .1610958 2.41 0.016 .0722041 .7036882
Other non-family | .4942286 .6667676 0.74 0.459 -.812612 1.801069
Boyfriend/Girlfriend | .4202875 .2658759 1.58 0.114 -.1008197 .9413946
|
_cons | 8.384065 .6065255 13.82 0.000 7.195297 9.572833
----------------------------------+----------------------------------------------------------------
selection_ll |
pop_lngorigins |
West Germanic - coloured | .3344348 .1804188 1.85 0.064 -.0191796 .6880491
West Germanic - black | .6287501 .2592041 2.43 0.015 .1207194 1.136781
West Germanic - other | -.2106145 .3584068 -0.59 0.557 -.913079 .4918499
Nguni | .9973383 .1523024 6.55 0.000 .6988311 1.295845
Sotho | .69863 .1615271 4.33 0.000 .3820426 1.015217
Venda | .5977163 .2648806 2.26 0.024 .0785599 1.116873
Tsonga | 1.132124 .2170155 5.22 0.000 .7067809 1.557466
|
pca_generaltrst1 | .0729625 .0231005 3.16 0.002 .0276862 .1182387
|
religion |
1. No religion | -.157718 .136485 -1.16 0.248 -.4252238 .1097877
2. Christian | -.0170763 .1033783 -0.17 0.869 -.2196941 .1855415
3. Jewish | -2.090586 .4441569 -4.71 0.000 -2.961118 -1.220055
4. Muslim | -.0712361 .4220395 -0.17 0.866 -.8984183 .755946
5. Hindu | -.8602577 .4835273 -1.78 0.075 -1.807954 .0874384
7. Other | -.6590138 .3449725 -1.91 0.056 -1.335148 .0171199
|
brnprov |
2. Eastern Cape | .22732 .1751581 1.30 0.194 -.1159835 .5706235
3. Northern Cape | -.0605534 .2287575 -0.26 0.791 -.5089098 .387803
4. Free State | .3319543 .1924716 1.72 0.085 -.0452831 .7091918
5. KwaZulu-Natal | .2684826 .1764385 1.52 0.128 -.0773305 .6142958
6. North West | .4393508 .2153325 2.04 0.041 .0173069 .8613947
7. Gauteng | .2400894 .1798926 1.33 0.182 -.1124936 .5926723
8. Mpumalanga | .385576 .1939246 1.99 0.047 .0054907 .7656612
9. Limpopo | .4448999 .2015939 2.21 0.027 .0497832 .8400167
|
best_gen |
2. Female | -.2421336 .0647368 -3.74 0.000 -.3690154 -.1152518
|
edu_lev |
incomplete primary | .1865296 .1425123 1.31 0.191 -.0927892 .4658485
primary completed | -.1007418 .1929338 -0.52 0.602 -.4788851 .2774015
incomplete secondary | .0919843 .0850403 1.08 0.279 -.0746917 .2586602
lower tertiary | .2031416 .0903145 2.25 0.024 .0261283 .3801548
higher tertiary | -.1104129 .3270849 -0.34 0.736 -.7514875 .5306616
other | .2471497 .4053427 0.61 0.542 -.5473075 1.041607
25 | .1329608 .2019207 0.66 0.510 -.2627964 .528718
|
empl_stat |
employed | .6641921 .0750788 8.85 0.000 .5170403 .8113438
|
best_marstt |
2. Living with Partner | -.29105 .1133263 -2.57 0.010 -.5131654 -.0689347
3. Widow/Widower | -.1128254 .1866451 -0.60 0.546 -.4786431 .2529924
4. Divorced or Seperated | -.003008 .1469976 -0.02 0.984 -.291118 .285102
5. Never married | -.18056 .0975781 -1.85 0.064 -.3718096 .0106896
|
age_intervals |
6. 20-24 | .1544795 .1621831 0.95 0.341 -.1633935 .4723525
7. 25-29 | .3340894 .1645253 2.03 0.042 .0116258 .6565531
8. 30-34 | .481798 .1690534 2.85 0.004 .1504594 .8131365
9. 35-39 | .3771616 .1783116 2.12 0.034 .0276774 .7266459
10. 40-44 | .2186994 .1874498 1.17 0.243 -.1486953 .5860942
11. 45-49 | .1373252 .1948129 0.70 0.481 -.2445011 .5191515
12. 50-54 | .1114689 .1964158 0.57 0.570 -.273499 .4964367
13. 55-59 | .1418319 .2085287 0.68 0.496 -.2668769 .5505407
14. 60-64 | .0450253 .2233594 0.20 0.840 -.392751 .4828016
|
hhsize | -.1603749 .0206628 -7.76 0.000 -.2008733 -.1198766
|
hh_income |
700-999 | -.582959 .2451956 -2.38 0.017 -1.063534 -.1023844
1,000-1,799 | -.2335651 .1639058 -1.42 0.154 -.5548146 .0876845
1,800-3,999 | .1562469 .1213639 1.29 0.198 -.081622 .3941157
4,000-7,999 | .3004315 .1223689 2.46 0.014 .0605929 .5402701
8,000-15,000 | .5238548 .1343232 3.90 0.000 .2605862 .7871234
15,000-20,000 | .6341415 .1629017 3.89 0.000 .31486 .9534229
20,000-85,999 | .4228471 .1602131 2.64 0.008 .1088351 .736859
86,000-1,480,999 | 1.17776 .3575179 3.29 0.001 .4770377 1.878482
>2,360,000 | -3.920975 .2589469 -15.14 0.000 -4.428502 -3.413449
|
mis_rel_hhhead |
Parents/Siblings/children in-law | .3113128 .3371784 0.92 0.356 -.3495448 .9721703
Spouse/partner | -.072597 .1001559 -0.72 0.469 -.2688989 .1237048
Children | -.2560243 .1255128 -2.04 0.041 -.5020248 -.0100238
Parents | -.4553978 .4282971 -1.06 0.288 -1.294845 .3840491
Siblings | .1355536 .1385895 0.98 0.328 -.1360769 .4071841
Other family | -.0001031 .1371245 -0.00 0.999 -.2688622 .268656
Other non-family | -.3686848 .4114191 -0.90 0.370 -1.175051 .4376817
Boyfriend/Girlfriend | .0573918 .2109461 0.27 0.786 -.356055 .4708386
|
_cons | -2.131066 .2976403 -7.16 0.000 -2.71443 -1.547702
----------------------------------+----------------------------------------------------------------
lnsigma |
_cons | .0543772 .0709752 0.77 0.444 -.0847315 .193486
----------------------------------+----------------------------------------------------------------
/sigma | 1.055883 .0749415 .9187589 1.213472
---------------------------------------------------------------------------------------------------
Code:
. margins, dydx (*)
Average marginal effects Number of obs = 8,288
Model VCE : Robust
Expression : Conditional mean estimates of dependent variable, predict()
dy/dx w.r.t. : 2.pop_lngorigins 3.pop_lngorigins 4.pop_lngorigins 5.pop_lngorigins 6.pop_lngorigins 7.pop_lngorigins 8.pop_lngorigins pca_generaltrst1
1.religion 2.religion 3.religion 4.religion 5.religion 7.religion 2.brnprov 3.brnprov 4.brnprov 5.brnprov 6.brnprov 7.brnprov 8.brnprov
9.brnprov 2.best_gen 1.edu_lev 2.edu_lev 3.edu_lev 5.edu_lev 6.edu_lev 7.edu_lev 25.edu_lev 1.empl_stat 2.best_marstt 3.best_marstt
4.best_marstt 5.best_marstt 6.age_intervals 7.age_intervals 8.age_intervals 9.age_intervals 10.age_intervals 11.age_intervals 12.age_intervals
13.age_intervals 14.age_intervals hhsize tot_ass 2.mis_rel_hhhead 3.mis_rel_hhhead 4.mis_rel_hhhead 8.mis_rel_hhhead 12.mis_rel_hhhead
25.mis_rel_hhhead 26.mis_rel_hhhead 30.mis_rel_hhhead 2.hh_income 3.hh_income 4.hh_income 5.hh_income 6.hh_income 7.hh_income 8.hh_income
9.hh_income 11.hh_income
---------------------------------------------------------------------------------------------------
| Delta-method
| dy/dx Std. Err. z P>|z| [95% Conf. Interval]
----------------------------------+----------------------------------------------------------------
pop_lngorigins |
West Germanic - coloured | 3932.489 18466.76 0.21 0.831 -32261.7 40126.68
West Germanic - black | 26516 123229.1 0.22 0.830 -215008.6 268040.6
West Germanic - other | -1761.932 7747.585 -0.23 0.820 -16946.92 13423.06
Nguni | 31938.12 150845.6 0.21 0.832 -263713.7 327590
Sotho | 16756.29 78120.35 0.21 0.830 -136356.8 169869.4
Venda | 24877.02 113965.2 0.22 0.827 -198490.7 248244.7
Tsonga | 50291.95 240640.8 0.21 0.834 -421355.3 521939.2
|
pca_generaltrst1 | 2885.437 14034.62 0.21 0.837 -24621.92 30392.79
|
religion |
1. No religion | 3518.847 15452.09 0.23 0.820 -26766.7 33804.39
2. Christian | 3049.775 14131.88 0.22 0.829 -24648.2 30747.75
3. Jewish | -15296.51 70946.3 -0.22 0.829 -154348.7 123755.7
4. Muslim | 28587.82 134410.1 0.21 0.832 -234851.1 292026.8
5. Hindu | 22984.09 90425.4 0.25 0.799 -154246.4 200214.6
7. Other | 9265.029 34485.59 0.27 0.788 -58325.48 76855.54
|
brnprov |
2. Eastern Cape | 9552.79 45960.72 0.21 0.835 -80528.57 99634.15
3. Northern Cape | -3463.059 17232.72 -0.20 0.841 -37238.57 30312.45
4. Free State | 6564.234 33003.77 0.20 0.842 -58121.96 71250.43
5. KwaZulu-Natal | 7558.093 36985.02 0.20 0.838 -64931.21 80047.4
6. North West | 24055.01 116868.2 0.21 0.837 -205002.5 253112.5
7. Gauteng | 13808.75 65283.23 0.21 0.832 -114144 141761.5
8. Mpumalanga | 13709.02 67325.03 0.20 0.839 -118245.6 145663.7
9. Limpopo | 5952.321 31467.4 0.19 0.850 -55722.65 67627.29
|
best_gen |
2. Female | -18075.24 91846.95 -0.20 0.844 -198091.9 161941.5
|
edu_lev |
incomplete primary | 3393.012 19214.76 0.18 0.860 -34267.22 41053.24
primary completed | -8779.477 41209.3 -0.21 0.831 -89548.23 71989.27
incomplete secondary | -342.3826 3302.402 -0.10 0.917 -6814.971 6130.206
lower tertiary | 4868.752 24864.86 0.20 0.845 -43865.48 53602.98
higher tertiary | 4296.251 23065.71 0.19 0.852 -40911.71 49504.21
other | 7948.148 44605.86 0.18 0.859 -79477.74 95374.04
25 | 2890.797 16705.28 0.17 0.863 -29850.94 35632.54
|
empl_stat |
employed | 13879.51 64683.94 0.21 0.830 -112898.7 140657.7
|
best_marstt |
2. Living with Partner | -17503.19 86817.58 -0.20 0.840 -187662.5 152656.1
3. Widow/Widower | -17806.83 87113.31 -0.20 0.838 -188545.8 152932.1
4. Divorced or Seperated | -11554.3 56772.78 -0.20 0.839 -122826.9 99718.32
5. Never married | -14979 73927.7 -0.20 0.839 -159874.6 129916.6
|
age_intervals |
6. 20-24 | 3759.321 20769.79 0.18 0.856 -36948.72 44467.36
7. 25-29 | 16617.14 86421.11 0.19 0.848 -152765.1 185999.4
8. 30-34 | 32681.13 170455.9 0.19 0.848 -301406.3 366768.6
9. 35-39 | 26189.2 136607 0.19 0.848 -241555.6 293934
10. 40-44 | 16866.42 86104.6 0.20 0.845 -151895.5 185628.3
11. 45-49 | 18819.59 96101.61 0.20 0.845 -169536.1 207175.3
12. 50-54 | 20327.6 103578.8 0.20 0.844 -182683.2 223338.4
13. 55-59 | 17519.36 89244.4 0.20 0.844 -157396.5 192435.2
14. 60-64 | 12914.96 65913.89 0.20 0.845 -116273.9 142103.8
|
hhsize | -7599.3 36624 -0.21 0.836 -79381.02 64182.42
tot_ass | .0006592 .0033329 0.20 0.843 -.0058732 .0071917
|
mis_rel_hhhead |
Parents/Siblings/children in-law | 12942.31 63139.98 0.20 0.838 -110809.8 136694.4
Spouse/partner | -5414.184 24791.91 -0.22 0.827 -54005.44 43177.07
Children | 2518.902 10739.54 0.23 0.815 -18530.21 23568.02
Parents | -14283.78 64735 -0.22 0.825 -141162 112594.5
Siblings | 19893.38 91431.05 0.22 0.828 -159308.2 199094.9
Other family | 8482.165 38369.12 0.22 0.825 -66719.92 83684.25
Other non-family | -1135.226 18818.22 -0.06 0.952 -38018.27 35747.81
Boyfriend/Girlfriend | 11578.11 53311.59 0.22 0.828 -92910.69 116066.9
|
hh_income |
700-999 | -6896.525 32757.75 -0.21 0.833 -71100.53 57307.48
1,000-1,799 | -3557.837 17372.66 -0.20 0.838 -37607.62 30491.94
1,800-3,999 | 3134.782 15714.78 0.20 0.842 -27665.63 33935.19
4,000-7,999 | 6637.351 33215.29 0.20 0.842 -58463.42 71738.12
8,000-15,000 | 13316.31 67240.63 0.20 0.843 -118472.9 145105.5
15,000-20,000 | 17192.21 87099.35 0.20 0.844 -153519.4 187903.8
20,000-85,999 | 10103.49 50957.38 0.20 0.843 -89771.13 109978.1
86,000-1,480,999 | 41421.06 213776.3 0.19 0.846 -377572.8 460415
>2,360,000 | -10066.59 45144.53 -0.22 0.824 -98548.24 78415.07
---------------------------------------------------------------------------------------------------
Note: dy/dx for factor levels is the discrete change from the base level.
0 Response to exponential two-step hurdle model has significant coefficients but insignificant average marginal effects, why?
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