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

["Rodrigo A. Alfaro" <ralfaro76@hotmail.com>]

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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