Estimation methods in the presence of corner solutions

• Autores: Alfonso Sánchez Peñalver
• Localización: The Stata journal, ISSN 1536-867X, Vol. 19, Nº. 1, 2019, págs. 87-111
• Idioma: inglés
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• Resumen

  • In this article, I introduce a new command, nehurdle, that collects maximum likelihood estimators for linear, exponential, homoskedastic, and heteroskedastic tobit; truncated hurdle; and type II tobit models that involve explained variables with corner solutions. I review what a corner solution is as well as the assumptions of the mentioned models.