HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros
João Santos Silva (),
Silvana Tenreyro () and
Frank Windmeijer ()
Statistical Software Components from Boston College Department of Economics
hpc computes the HPC test (Santos Silva, Tenreyro, and Windmeijer, Journal of Econometric Methods, 2015) for the case where the conditional expectation of a nonnegative variable is specified as the product of the exponential of a linear combination of regressors, times a function of the regressors that is bounded between zero and one (and can be identically equal to one). Examples of such models are given in Table 1 of Santos Silva, Tenreyro, and Windmeijer (2015). Other models that satisfy this condition are the Poisson and negative-binomial models and their zero inflated counterparts.
Requires: Stata version 11.1
Keywords: zero-inflated data; HPC test; Santos Silva; Tenreyro; Windmeijer (search for similar items in EconPapers)
Note: This module should be installed from within Stata by typing "ssc install hpc". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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http://fmwww.bc.edu/repec/bocode/h/hpc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hpc.sthlp help file (text/plain)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:s457963
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