Publications

"Estimation of Hurdle Models for Overdispersed Count Data", Stata Journal, 2011, 11(1), 82-94


Hurdle models based on the zero-truncated Poisson-lognormal distribution are rarely used in applied work, although they incorporate some advantages compared with their negative binomial alternatives. I present a command that enables Stata users to estimate Poisson-lognormal hurdle models. I use adaptive Gauss-Hermite quadrature to approximate the likelihood function, and I evaluate the performance of the estimator in Monte Carlo experiments. The model is applied to the number of doctor visits in a sample of the U.S. Medical Expenditure Panel Survey.

Paper: https://www.stata-journal.com/article.html?article=st0218

Software: https://ideas.repec.org/f/pfa342.html