Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: MEAN and MEDIAN of WTP in double-bounded dichotomous CV


From   "Bui Dang Dat" <duckinhvn@hiroshima-u.ac.jp>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: MEAN and MEDIAN of WTP in double-bounded dichotomous CV
Date   Thu, 8 Feb 2007 11:28:01 +0900

Dear Arne and Stata users,

Thank you very much for your information. I would like to ask whether can we use Stata to obtain MEAN and MEDIAN of WTP in double-bounded dichotomous contingent valuation study? example of this type study is done by Michael Hanemann et al. 1991, "Statistical Efficiency of Double-Bounded Dichotomous Choice Contingent Valuation".
Thank you very much for reading.
Best regards,

----- Original Message ----- From: "Arne Risa Hole" <arnehole@gmail.com>
To: <statalist@hsphsun2.harvard.edu>
Sent: Tuesday, January 30, 2007 11:01 PM
Subject: st: New package -wtp- is available from SSC



Dear all,

Thanks to Kit Baum the -wtp- package is now available on SSC.

-wtp- estimates confidence intervals for willingness to pay (WTP)
measures of the type -b_k/b_c, where b_c is the cost coefficient and
b_k is the coefficient for attribute x_k. It uses one of three
methods: the delta method, Fieller's method or the Krinsky Robb
(parametric bootstrap) method.

To install the package type -ssc install wtp-.

Comments, suggestions and bug reports are welcome.

Best wishes,
Arne

Arne Risa Hole
Research Fellow
Centre for Health Economics
Alcuin 'A' Block
University of York
York YO10 5DD
UK

Tel:   +44 (0)1904 321404
Email: ah522@york.ac.uk
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index