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HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros

Author

Listed:
  • J.M.C. Santos Silva

    (University of Essex)

  • Silvana Tenreyro

    (London School of Economics)

  • Frank Windmeijer

    (University of Bristol)

Programming Language

Stata

Abstract

hpc computes the HPC test (Santos Silva, Tenreyro, and Windmeijer, Journal of Econometric Methods, 2015) for the case where the conditional expectation of a nonnegative variable is specified as the product of the exponential of a linear combination of regressors, times a function of the regressors that is bounded between zero and one (and can be identically equal to one). Examples of such models are given in Table 1 of Santos Silva, Tenreyro, and Windmeijer (2015). Other models that satisfy this condition are the Poisson and negative-binomial models and their zero inflated counterparts.

Suggested Citation

  • J.M.C. Santos Silva & Silvana Tenreyro & Frank Windmeijer, 2015. "HPC: Stata module to perform specification test to discriminate between models for non-negative data with many zeros," Statistical Software Components S457963, Boston College Department of Economics.
    • Handle: RePEc:boc:bocode:s457963
    Note: This module should be installed from within Stata by typing "ssc install hpc". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/h/hpc.ado
    File Function: program code
    Download Restriction: no
    File URL: http://fmwww.bc.edu/repec/bocode/h/hpc.sthlp
    File Function: help file
    Download Restriction: no
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