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  • Double hurdle model (two-part model) with non-normality and heteroscedasticity

    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).

  • #2
    Cross-posted on Stack Overflow at


    • #3
      I am sorry for my fault. It was my first time to ask things so I was not aware of the rule when I post this question. I tried to delete this one but I could not find a delete button. Someone could help me with this?


      • #4
        There is no need to remove your post. Statalist does not discourage cross-posting, and the Statalist FAQ linked to from the top of the page tells us

        People posting on Statalist may also post the same question on other listservers or in web forums. There is absolutely no rule against doing that.

        But if you do post elsewhere, we ask that you provide cross-references in URL form to searchable archives. That way, people interested in your question can quickly check what has been said elsewhere and avoid posting similar comments. Being open about cross-posting saves everyone time.

        If your question was answered well elsewhere, please post a cross-reference to that answer on Statalist.
        In the absence of the cross-reference, I provided one at each of the posts, although I now see that you have removed the linked post from Stack Overflow.


        • #5
          Thank you for the kind response. I undeleted the post. I won't forget to add the cross-reference.