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st: RE: Double Hurlde Models


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: Double Hurlde Models
Date   Mon, 22 Aug 2005 18:09:32 +0100

Don't change the program. Change your 
variable name in the dataset so it is unambiguous. 

Nick 
[email protected] 

Chris Thomas
 
> I was wondering whether anyone would be help with a problem 
> Im having with 
> building Double Hurdle models in stata. I have the following 
> code from a 
> recently published article but stata says that d is an "ambiguous 
> abbreviation". If I change the name of the variable d to dd 
> throughout the 
> program, then I get a different error message - variable dd not found.
> I was wondering whether there was an obvious mistake that is 
> immediately 
> noticable in my work (included below), or whether there is 
> some precode that 
> I need before the program will function correctly.
> 
> 
> rename loss_only y
> capture program drop dh
> 
> program define dh
> version 6
> args lnf theta1 theta2 theta3 theta4
> tempvar d p z p0 p1 l yt
> 
> quietly gen double `d'=$ML_y1>0
> quietly gen double `p'=normprob(`theta3')
> quietly gen double `l'=`theta4'
> quietly gen double `yt'=($ML_y1^`l'-1)/`l'
> quietly gen double `z'=(`yt'-`theta1')/(`theta2')
> quietly gen double `p0'=1-(`p'*normprob(-`z'))
> quietly gen double 
> `p1'=(($ML_y1+(1-`d'))^(`l'-1))*`p'*normd(`z')/`theta2'
> quietly replace `lnf'=ln((1-`d')*`p0'+`d'*`p1')
> end
> 
> ml model lf dh (y = curr_bal) () (d= gbp) ()
> ml search
> ml maximize
> 
> I have just included curr_bal and gbp as two example 
> independents I plan on 
> using to predict loss_only (y).

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