On Mon, 24 Feb 2003 13:51:33 +0000 Gosh Braham <[email protected]>
wrote:
> I am trying to estimate a double hurdle model in maximum likelihood, but do
> not know how to start. I woukld appreciate any help. I have attached the
> model which I like to estimate.
I presume you mean examples of models such as described in AM Jones "A
double-hurdle model of cigarette consumption", Journal of Applied
Econometrics 4 (1989), 23-39
[Advice. Please use an appropriate subject for your message. And give
explicit references if your refer to a particular type of model. Don't
assume Statalist's members know your model under this name. Also,
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rehearsed in the Statalist FAQ.]
Advice on how to programme it?
(1) Read (borrow or buy) Gould and Sribney, Maximum Likelihood
Estimation with Stata (details online at StataCorp bookstore), and see
how -ml- programmes can be built up. (It may be easier than you think
-- honest!
(2) Look at ado files for related problems (e.g. -biprobit- in your
case?), and use their code for inspiration (and for providing
signals for things that you may need to beware of)
Good luck
Stephen
----------------------
Professor Stephen P. Jenkins <[email protected]>
Institute for Social and Economic Research (ISER)
University of Essex, Colchester, CO4 3SQ, UK
Tel: +44 (0)1206 873374. Fax: +44 (0)1206 873151.
http://www.iser.essex.ac.uk
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