[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
st: RE: Double Hurlde Models
Don't change the program. Change your
variable name in the dataset so it is unambiguous.
> 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
> 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
> quietly replace `lnf'=ln((1-`d')*`p0'+`d'*`p1')
> 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).
* For searches and help try: