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st: Re: double-hurdle models (Was: some help)


From   "Stephen P. Jenkins" <stephenj@essex.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: double-hurdle models (Was: some help)
Date   Mon, 24 Feb 2003 15:04:05 +0000 (GMT Standard Time)

On Mon, 24 Feb 2003 13:51:33 +0000 Gosh Braham <goshb@hotmail.com> 
wrote:
> I am trying to estimate a double hurdle model in maximum likelihood, but do 
> not know how to start. I woukld appreciate any help. I have attached the 
> model which I like to estimate.

I presume you mean examples of models such as described in AM Jones "A 
double-hurdle model of cigarette consumption", Journal of Applied 
Econometrics 4 (1989), 23-39
[Advice. Please use an appropriate subject for your message. And give 
explicit references if your refer to a particular type of model. Don't 
assume Statalist's members know your model under this name. Also, 
please don't send attachments to Statalist.  All this advice is 
rehearsed in the Statalist FAQ.]

Advice on how to programme it?  
(1) Read (borrow or buy) Gould and Sribney, Maximum Likelihood 
Estimation with Stata (details online at StataCorp bookstore), and see 
how -ml- programmes can be built up. (It may be easier than you think 
-- honest!
(2) Look at ado files for related problems (e.g. -biprobit- in your 
case?), and use their code for inspiration (and for providing 
signals for things that you may need to beware of)

Good luck
Stephen
----------------------
Professor Stephen P. Jenkins <stephenj@essex.ac.uk>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk

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