http://pscl.stanford.edu/content.html has code
for poisson and negative binomial hurdle models,
as well as for zip models. Package zicounts on
CRAN may also be of interest.
HTH,
Simon.
I am interested in utilizing this so called "double hurdle" model
in my study. We can write the model in the following way:
if (z'a + u > 0 & x'b + e > 0) y = x'b + e, else y = 0
In the model, consumption y is the (left-) censored dependent variable. e
and u are the normally distributed error terms. z'a is the participation
equation and x'b is the expenditure equation. If we would remove the
participation equation from the model we would end up with a type I
tobit-model.
In the tobit-model the same set of paprameters and variables determine
both the discrete probability of non-zero outcome and the level of
positive expenditure. In the double-hurdle-model we have separate
parametrization of the participation and consumption decisions.
I can estimate tobit-model using function survreg(). But what about this
double hurdle thing? Has somebody written a R-function for estimating this
sort of a model?
Best regards,
Kyösti Kurikka
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
--
Simon Blomberg, B.Sc.(Hons.), Ph.D, M.App.Stat.
Visiting Fellow
School of Botany & Zoology
The Australian National University
Canberra ACT 0200
Australia
T: +61 2 6125 8057 email: [EMAIL PROTECTED]
F: +61 2 6125 5573
CRICOS Provider # 00120C
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
