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st: convergence problems with zinb


From   "Holland, Margaret" <Margaret_Holland@URMC.Rochester.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: convergence problems with zinb
Date   Wed, 13 Aug 2008 17:15:13 -0400

I believe a zero-inflated negative binomial would be the best fit for a
model I am trying to run, but I've had trouble with convergence. I was
wondering if anyone else has had this problem and, if so, if there are
any tricks to helping it converge or ways to try a different algorithm.

I have tried running the same model in R and SAS with less success. I
have done some imputation for this project and found a single imputation
set that will converge on Stata, but will not converge on R or SAS.
Based on this set, zinb is a better fit than zip or nbreg.

I have found that a hurdle model (logit / zero-truncated negative
binomial) converges more easily and has only slight worse fit than the
zinb in the set that will converge. However, theoretically the zinb
model makes more sense.

Any suggestions?
Thank you,
Maggie

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