# dhreg, xtdhreg, and bootdhreg: Commands to implement double-hurdle regression

*Christoph Engel* () and
*Peter Moffatt*

*Stata Journal*, 2014, vol. 14, issue 4, 778-797

**Abstract:**
The dhreg command implements maximum likelihood estimation of the double-hurdle model for continuously distributed outcomes. The command includes the option to fit a p-tobit model, that is, a model that estimates only an intercept for the hurdle equation. The bootdhreg command (the bootstrap version of dhreg) may be convenient if the data-generating process is more complicated or if heteroskedasticity is suspected. The xtdhreg command is a random-effects version of dhreg applicable to panel data. However, this estimator differs from standard random-effects estimators in the sense that the outcome of the first hurdle applies to the complete set of observations for a given subject instead of applying at the level of individual observations. Command options include estimation of a correlation parameter capturing dependence between the two hurdles. Copyright 2014 by StataCorp LP.

**Keywords:** dhreg; xtdhreg; bootdhreg; hurdle model; double-hurdle model; random-effects double-hurdle model; tobit; p-tobit; inverse Mills ratio; bootstrapping (search for similar items in EconPapers)

**Date:** 2014

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**Citations:** View citations in EconPapers (31)

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