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Re: st: AW: double hurlde models?
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Just to make sure we answer your initial questions: -findit double hurdle
model- does not point to any commands, so either this method is also known
as something else, then try -findit-. Or this is indeed the only -program-
out there. Either way, when I -which- the thing, it tells me that the latest
version was released almost to the day six years ago...
Without a help file, it is hard to know how -dhurdle- goes about its
business. A look at the ado code is always a way to get a handle on this
problem. You say you are new to this, so I recommend -ssc d fedit- for your
attention, in conjunction with your favorite text editor.
Another useful set of (advanced) tools is -help trace- and -help profiler-
HTH
Martin
_______________________
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Monday, February 16, 2009 8:30 PM
Subject: Re: st: AW: double hurlde models?
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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