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st: RE: hurdle models

Subject   st: RE: hurdle models
Date   Tue, 4 Oct 2005 17:36:22 EDT

In the process of preparing  for a course I am teaching next month 
on the negative binomial model at both  the FDA and in Boston (ASA 
sponsored Learnstat program), I have created a  number of hurdle 
models that I have sent to Kit for inclusion on the SSC  site. Moreover, 
among other programs, I also programmed a zero-truncated  geometric 
regression (which is intrinsic to geometric hurdle models) and  have updated
the censored Poisson.

All models are written in verison  9.1 code, allowing the full range
of maximize and survey options. See help  maximize and help svy to 
get a feel of what is available. 

Hurdle  models  include:
negative  binomial-logit
negative binomial-cloglog

Additional  models
zero-truncated geometric
censored  Poisson

I have also prepared simulated data sets with which to test the  hurdle
models. One for each model, they were included with my submission to  Kit, 
as well as help files. See Allen McDowell's Stata Journal article on  hurdle 
models [SJ (2003) Vol 3, nu. 2, pp-178-184] for background.  

Each hurdle model also comes with an AIC GOF test statistic. The  
geometric has associated AIC, BIC, and deviance (and  Chi2-based p-value) 
These are helpful when assessing the  comparative worth of a model. 

Kit should have these models posted to the  SSC site within the next couple 
weeks. If someone just can't wait for a  particular model, let me know and 
I'll send it to you. 

Joe Hilbe  

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