dhreg, xtdhreg, and bootdhreg: Commands to implement double-hurdle regression

The dhreg command implements maximum likelihood estimation of the double-hurdle model for continuously distributed outcomes. The command includes the option to fit a p-tobit model, that is, a model that estimates only an intercept for the hurdle equation. The bootdhreg command (the bootstrap version of dhreg) may be convenient if the data-generating process is more complicated or if heteroskedasticity is suspected. The xtdhreg command is a random-effects version of dhreg applicable to panel data. However, this estimator differs from standard random-effects estimators in the sense that the outcome of the first hurdle applies to the complete set of observations for a given subject instead of applying at the level of individual observations. Command options include estimation of a correlation parameter capturing dependence between the two hurdles.


Issue Date:
2014
Publication Type:
Journal Article
Record Identifier:
http://ageconsearch.umn.edu/record/267096
ISSN:
1536-8634
Language:
English
Published in:
Stata Journal, Volume 14, Number 4
Page range:
778-797

Record appears in:



 Record created 2018-01-24, last modified 2018-04-02

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