In this article, we describe twopm, a command for fitting two-part models for mixed discrete-continuous outcomes. In the two-part model, a binary choice model is fit for the probability of observing a positive-versus-zero outcome. Then, conditional on a positive outcome, an appropriate...

This paper explains why computing the marginal effect of a change in two variables is more complicated in nonlinear models than in linear models. The command inteff computes the correct marginal effect of a change in two interacted variables for a logit or probit model, as well as the correct...