In the presence of dependent competing risks in survival analysis, the Cox proportional hazards model can be utilised to examine covariate effects on the cause-specific hazard function for each type of failure. The method proposed by Lunn and McNeil (1995) requires data augmentation. With k...

This paper introduces the dhurdle command for Stata, a maximum-likelihood routine ( d2) to estimate the Cragg double hurdle model with either independent or dependent errors. We give a brief description of the procedure and its application to durable goods consumption and market participation...