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st: censored poisson / hurdle poisson


From   Rainer Winkelmann <winkelmann@sts.unizh.ch>
To   statalist@hsphsun2.harvard.edu
Subject   st: censored poisson / hurdle poisson
Date   Mon, 23 Jun 2003 12:48:15 +0200

I have a question regarding the cenpois routine for Stata. It works
well with right censoring value above 2. However, if observations are
either 0 or 1+ (i.e., right censoring at 1) I get the error message
"cnpoislf does not compute a continuous nonconstant function; could not
compute numerical derivatives".

Has anyone encountered this before? How can I fix this problem? For me,
the
right censored at one model is a very interesting case since it forms
the input for hurdle Poisson models, and it would be very nice if I
could estimate such a model in Stata.

Any comments are greatly appreciated.

Rainer Winkelmann


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