Hello, I hope this thread finds you well.

I am trying to use Box-Cox double hurdle model and Inverse Hyperbolic Sine (IHS) double hurdle model since the dependent variable of my data is non-normal. The problem I face is that I could not find some appropriate package to run the model. There are craggit and heckit but there is no option for transforming the dependent variable as I want to.

I encountered some code in the appendix of an article "Hurdle Models for Loan Default" (Moffatt 2005) to run Box-Cox double hurdle model. However, I ended up encountering errors such as 'could not find feasible values'.

Is there any package or code to help me with this issue? It would be more than better if the package can incorporate a specification for standard deviation (which is necessary for handling heteroscedasticity issue in Box-Cox / IHS double hurdle).

I am trying to use Box-Cox double hurdle model and Inverse Hyperbolic Sine (IHS) double hurdle model since the dependent variable of my data is non-normal. The problem I face is that I could not find some appropriate package to run the model. There are craggit and heckit but there is no option for transforming the dependent variable as I want to.

I encountered some code in the appendix of an article "Hurdle Models for Loan Default" (Moffatt 2005) to run Box-Cox double hurdle model. However, I ended up encountering errors such as 'could not find feasible values'.

Is there any package or code to help me with this issue? It would be more than better if the package can incorporate a specification for standard deviation (which is necessary for handling heteroscedasticity issue in Box-Cox / IHS double hurdle).

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