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I am looking for a Stata (or R/Matlab if there's no Stata) implementation of the model described by Greene (1994) (http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1293115).

It is essentially a Heckit for ZINB instead of OLS.

Would anyone know if such an implementation exists? Also, a critical formula in this model (3.6, p18) is somehow missing from the Working Paper. If anyone knows of another version that has it, that would be greatly, appreciated.

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Not an answer, but more of a comment.

I once spent time looking for this with no luck. This particular model is not even in the Winkelmann or Cameron and Trivedi's count data books.

Some possible solutions:

  1. Ask this on Statalist. Jeff Wooldridge may know the answer. Do note the SL policy on cross-posting.
  2. etpoisson with robust errors if your endogenous variable is binary.
  3. E-mail Greene himself.
  4. Flesh out your problem more in case there's another solution, like fmm.

If you figure it out, do post the answer(s).

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  • $\begingroup$ Thank you. I will work on #1 and #3, etpoisson is not useful, as I read it, because it does not account for overdispersion or a mass-point at zero. What I'm looking for is something like etzinb. $\endgroup$
    – JorgeG
    Jun 26, 2014 at 17:50

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