I am using Julian Fennema's dhurdle program for Stata and am running into
a problem. I am doing a Cragg model for saving habits of consumers. The
first hurdle is whether or not a consumer has savings and for those that
do, i.e. =1, how much savings they have. The model runs fine and
converges after only a few iterations. However, I need to compute the
marginal effects for the results and this is where I run into problems. I
tried using -mfx- but I get an error message saying that
"unrecognized command: dhurd_p"
Anyone familiar with this problem at all? Im guessing it has something to
do with the predictive nature of the model, hence the "_p", but Im not
sure. Can someone give me any advice in finding the marginal effects?
Where did you get it from? -findit dhurdle- yields no matches, at
least for me. If you got it off of Fennema's own site, you might
have to go back and get dhurd_p.ado as well.