Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: help to decide the model (poisson, nbreg, zip, zinb)


From   wying1@umbc.edu
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: help to decide the model (poisson, nbreg, zip, zinb)
Date   Thu, 17 Mar 2005 15:46:53 -0500 (EST)

Sorry, I mean 90 percent of the depedent variable values is zero.

> Dear STATAlist users,
>
> I am trying to decide a model for a count dependent variable.  Based on
> the summary and tabulation of my dependent variable, I found the evidence
> of both overdisperson (variance > mean) and excess-zero (about 10 percent
> is zero.)  I did some test about poisson, nbreg, zip and zinb but not sure
> which model I should use.
>
> Because pweight cannot be used for LR test, I took weight out in all
> estimation II am not sure this will affect the result a lot).  The results
> are:
>
> 1) poisson vs. nbreg: LR test of alpha=0:  chibar2(01) = 1047.64
> Prob>=chibar2 = 0.000
>
> 2) poisson vs. zip (inflate all regressors used for estimating count
> outcome):
>
> log likelihood for poisson: -6214.3391
> log likelihood for zip: -5168.085
>
> 3) poisson vs. zip (inflate part of the regressors used for estimating
> count outcome):
>
> log likelihood for poisson: -6214.3391
> log likelihood for zip: -5257.639
>
> (*** I don't understand the inflate option for ZIP/ZINB estimation.  STATA
> help menu says inflate is not optional, and is used to "specify the
> equation that determines whether the observed count is zero".  In my
> model, there are X number of regressors  used to predict the outcome.
> Shall I use all of them in the varlist of "inflate"?  I did test to use a
> different cohort of regressors.  What should be put in the varlist of
> "inflate" anyway"???)
>
> 4) nbreg vs. zinb (inflate part of the regressors used for estimating
> count outcome):
> Vuong Test of Zinb vs. Neg. Bin: Std. Normal  =    16.20 Pr> Z       =
> 0.0000
>
> 5) nbreg vs. zinb (inflate part of the regressors used for estimating
> count outcome):
> Vuong Test of Zinb vs. Neg. Bin: Std. Normal  =    10.70 Pr> Z       =
> 0.0000
>
>
> I am lost in the jungle of the test.  Can anybody tell me how to decide
> the model? Or should I conduct more test?
>
> THanks a lot...........
>
>
> Ying
>
> *
> *   For searches and help try:
> *   http://www.stata.com/support/faqs/res/findit.html
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
>


Ying Wang
Ph.D. Candidate
Department of Public Policy
University of Maryland, Baltimore County
1000 Hilltop Circle,
Baltimore, MD 21228
Tel(O): 410-455-6531
Tel(H): 410-747-6980
Fax: 410-455-1172
Email: wying1@umbc.edu


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index