Hi there,

I am running double hurdle models with data from a multi-round modified dictator game, using the xtdhreg command in STATA16.0.

In the second hurdle, I include an interaction between a categorical variable (high vs low externality level) and a continuous variable (climate change concern). After the double hurdle model, I want to estimate the marginal effect of the categorical variable (high externality = 1) across the range of the continuous variable (climate change concern). The goal is to understand at which individual climate change concern levels, purchasing (with negative externalities) in the high-externality situation is significantly lower compared to a low-externality situation.

It seems that, by simply using the margins command without options and specifications (e.g. margins high, dydx(climate_concern),please ignore that the marginal effect I estimate here is for climate change concern rather than the externality level I described above), STATA calls the first hurdle function, i.e. the probit model. The output estimates are the same with the coefficient of climate_concern in the first hurdle.

I wonder if anyone knows how to estimate the marginal effects for the second hurdle. After reading the xtdhreg command document, I didn't find an answer. Maybe using the expression() option is the way to go, but I don't really know how to call the second hurdle with this option.

Thank you in advance for any help. Let me know if you need further clarification/information.

Many thanks
Shutong He