如果是stata14,已经有hurdle模型命令了www.stata.com/manuals14/rchurdle.pdf
2015-4-16 07:59:31 上传
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Title
[R] churdle -- Cragg hurdle regression
Syntax
Basic syntax
churdle linear depvar, select(varlist_s) {ll(...) | ul(...)}
churdle exponential depvar, select(varlist_s) ll(...)
Full syntax for churdle linear
churdle linear depvar [indepvars] [if] [in] [weight], select(varlist_s[, noconstant het(varlist_o)]) {ll(#|varname) | ul(#|varname)} [options]
Full syntax for churdle exponential
churdle exponential depvar [indepvars] [if] [in] [weight], select(varlist_s[, noconstant het(varlist_o)]) ll(#|varname) [options]
options Description
-----------------------------------------------------------------------------------------------------------------------------------------------------
Model
* select() specify independent variables and options for selection model
+ ll(#|varname) lower truncation limit
+ ul(#|varname) upper truncation limit
noconstant suppress constant term
constraints(constraints) apply specified linear constraints
het(varlist) specify variables to model the variance
SE/Robust
vc