s-news
[Top] [All Lists]

Re: hurdle or two-step models

To: s-news@wubios.wustl.edu
Subject: Re: hurdle or two-step models
From: Chris Barker <barker.chris@gene.com>
Date: Sat, 27 Mar 2004 07:53:27 -0800
Organization: Genentech, Inc.
Reply-to: barker.chris@gene.com
   The econometricians use the hurdle model, and an analysis that may
complement an analysis of the "hurdle" model is a

TOBIT regression, (this can be set up in SPLUS or LIMDEP
http://www.biostat.wustl.edu/archives/html/s-news/2000-03/msg00213.html)

or a "Two Part Model" (
Duan N, Manning WG Jr, Morris CN, Newhouse JP. Choosing between the
sample selection model and the multi-part model. Journal
of Business and Economic Statistics. 1984 July; 2(3):283-289.
Duan N. Smearing estimate: A nonparametric retransformation method. J.
of the American Statistical Assc. 1983 Sept; 78:605-610.
Duan N, Manning WG Jr, Morris CN, Newhouse JP. A comparison of
alternative models for the demand for medical care. Journal of
Business and Economic Statistics. 1983 Apr; 1(2):115-126.)

  I recall the HMISC() library has a smearing function.

--

 Chris Barker
 Biostatistics
 Genentech, Inc., M/S 66
 1 DNA Way
 www.gene.com
 W:   650 - 225 - 7347
 FAX: 650 - 225 - 4538



<Prev in Thread] Current Thread [Next in Thread>