http://pscl.stanford.edu/content.html has code
for poisson and negative binomial hurdle models,
as well as for zip models. Package zicounts on
CRAN may also be of interest.
HTH,
Simon.
>I am interested in utilizing this so called "double hurdle" model
>in my study. We can write the model in the following way:
>
>if (z'a + u > 0 & x'b + e > 0) y = x'b + e, else y = 0
>
>In the model, consumption y is the (left-) censored dependent variable. e
>and u are the normally distributed error terms. z'a is the participation
>equation and x'b is the expenditure equation. If we would remove the
>participation equation from the model we would end up with a type I
>tobit-model.
>
>In the tobit-model the same set of paprameters and variables determine
>both the discrete probability of non-zero outcome and the level of
>positive expenditure. In the double-hurdle-model we have separate
>parametrization of the participation and consumption decisions.
>
>I can estimate tobit-model using function survreg(). But what about this
>double hurdle thing? Has somebody written a R-function for estimating this
>sort of a model?
>
>
>Best regards,
>Ky??sti Kurikka
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
--
Simon Blomberg, B.Sc.(Hons.), Ph.D, M.App.Stat.
Visiting Fellow
School of Botany & Zoology
The Australian National University
Canberra ACT 0200
Australia
T: +61 2 6125 8057 email: Simon.Blomberg at anu.edu.au
F: +61 2 6125 5573
CRICOS Provider # 00120C