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Re: st: AW: double hurlde models?


From   <[email protected]>
To   [email protected]
Subject   Re: st: AW: double hurlde models?
Date   Mon, 16 Feb 2009 13:30:04 -0600 (CST)

Thanks Martin,

I dropped the files in the ado folder.  The model ran, and the coefficients make sense.  It doesn't appear to like -margeff- or -mfx- as post-estimation commands though (I get an error: "unrecognized command:  dhurd_p").

For others interested, I recently found STATA code for Box-Cox double hurdle models in Moffatt,P.G. (2005) "Hurdle models of loan default." Journal of the Operational Research Society 56(Special Issue), 1063–1071.  I haven't looked at it closely yet, but this may be helpful as well.

Thanks again.

Jason Franken



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