Multiple hurdle models in R : The mhurdle Package

  • Carlevaro F
  • Croissant Y
  • Hoareau S
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mhurdle is a package for R enabling the estimation of a wide set of regression models where the dependent variable is left censored at zero, which is typically the case in house-hold expenditure surveys. These models are of particular interest to explain the presence of a large proportion of zero observations for the dependent variable by means of up to three censoring mechanisms, called hurdles. For the analysis of censored household ex-penditure data, these hurdles express a good selection mechanism, a desired consumption mechanism and a purchasing mechanism, respectively. mhurdle models are specified in a fully parametric form and estimated using the maximum likelihood method for random samples. Model evaluation and selection are tackled by means of goodness of fit measures and Vuong tests. Software rationale and user’s guidelines are presented and illustrated with actual examples.

Author-supplied keywords

  • limited dependent variable
  • maximum likelihood estimation
  • r

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  • Fabrizio Carlevaro

  • Yves Croissant

  • Stephane Hoareau

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