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Re: st: Re: Cragg-type double hurdle model


From   "Rodrigo A. Alfaro" <ralfaro76@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   Re: st: Re: Cragg-type double hurdle model
Date   Tue, 11 Apr 2006 13:47:08 -0400

Ok, I checked the paper. It seems to me that the goal is to estimate some maximum likelihood problems. 3+4 looks like probit (use probit), 5+6 I don't know but it is close to probit model, then you can estimate it by -ml-. Take a look of the reference manual there is a program to estimate probit (example 1 I guess), you have to change a little bit that code. 7+9 and 7+10 look like seleccion problems... but for sure you can write the likelihood and estimate by -ml- as well. There is a book for MLE estimation in Stata, which is very good source if you have to modify the Cragg's estimator further than the paper. Good luck, Rodrigo.


----- Original Message ----- From: "Stephen Johnston" <sjohns21@umbc.edu>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, April 11, 2006 12:02 PM
Subject: Re: st: Re: Cragg-type double hurdle model



Perhaps I should not have sent out the pdf. The reference to the Cragg article Irina is referring to is:

Cragg, J. G. (1971). Some Statistical Models for Limited Dependent Variables with
Applications to the Demand for Durable Goods. Econometrica, 39(5), 829-844.

On Apr 11, 2006, at 11:48 AM, Stephen Johnston wrote:


Hello All,

I think this is the original paper that Irina was referring to.

<Cragg.pdf>

On Apr 11, 2006, at 11:00 AM, Rodrigo A. Alfaro wrote:

Dear Irina, the people in statalist come form multiple discipline. If you give us any reference to that model, you could receive answers. For example, is there other name for that model? is a particular model which has a general form? Best, Rodrigo.



----- Original Message ----- From: "Irina Kovrova" <koviv@eu.spb.ru>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, April 11, 2006 3:46 AM
Subject: st: Cragg-type double hurdle model



Dear Sirs,

I am a PhD student at Turin university.

I am looking for Stata code for estimation of a Cragg-type double hurdle
model.
Could you help me to find this code?

Thank you in advance.

Best regards,
Irina Kovrova.
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