NEHURDLE: Stata module for estimation of models with corner solutions

Alfonso Sánchez-Peñalver

Statistical Software Components from Boston College Department of Economics

Abstract: nehurdle estimates models for dependent variables with corner solutions at 0. It collects the following maximum-likelihood estimators: Tobit (Tobin (1958)), Truncated Hurdle (Cragg (1971)), and Type II Tobit. It allows for both linear and exponential specification of the value equation, as well as for modeling exponential (multiplicative) heteroskedasticity, like in Harvey (1976), in both the selection and value processes where appropriate. In version 14, Stata introduced churdle, a command that allows estimations of models with bounded dependent variables. churdle is, in fact a Truncated Hurdle estimator that allows linear and exponential specifications of the value equation, as well as modeling heteroskedasticity both in the selection and the value equation. nehurdle differs from churdle in that nehurdle works on versions 11 and later, not just 14 and later, in that nehurlde only works on variables that are bounded from below at zero, a subset of variables on which churdle works, and in that nehurdle also has the Tobit and Type II Tobit estimators for linear and exponential specifications of the value equation that allows modeling of heteroskedasticity in the value and selection processes, while churdle only does this with the Truncated Hurdle estimator.

Language: Stata
Requires: Stata version 11
Keywords: hurdle; tobit; truncated hurdle; Tobin; Cragg; Heckman (search for similar items in EconPapers)
Date: 2019-02-17, Revised 2024-09-30
Note: This module should be installed from within Stata by typing "ssc install nehurdle". 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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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/nehurdle.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehtests.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehtests.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_heckman_het.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_heckman.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_p.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_postestimation.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_tobit.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_trunc_het.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_trunc.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_truncnb1_het.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_truncnb1.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_truncnb2_het.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_truncnb2.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_truncp_het.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nehurdle_truncp.ado program code (text/plain)

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