/*
**    count3.e
**
**    hurdle poisson regression model
**    with bootstrapped confidence limits
**
**    data are randomly generated.
*/

library count;
#include count.ext;
countset;

seed = 185631;
n = 100;
b = { -.5, .2, 1, .4, .5, .6 };
x = rndus(n,5,seed);
lam = exp((ones(n,1)~x)*b);
y = rndp(n,1,lam);
data = y~x;
dep = 1;
ind0 = { 2, 3, 5 };
ind1 = { 2, 4 };

output file = count3.out reset;

__output = 5;
_cn_Inference = "maxlik";
__title = "Hessian Confidence Limits";

{ b,cov,ll } = hurdleP(data,dep,ind0,ind1);
call countCLPrt(b,MAXTlimits(b,_max_HessCov),ll);

__title = "Heteroskedastic-Consistent Confidence Limits";
call countCLPrt(b,MAXTlimits(b,cov),ll);

_cn_Inference = "boot";
__title = "Bootstrap Confidence Limits";

{ b,cov,ll } = hurdleP(data,dep,ind0,ind1);
call countCLPrt(b,MAXBlimits(_max_BootFname),ll);

output off;