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st: AW: 2 part model with Negative binomial


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: 2 part model with Negative binomial
Date   Tue, 3 Nov 2009 18:02:24 +0100

<> 



*************
findit mtreatnb
*************

could be relevant...


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Holland,
Margaret
Gesendet: Dienstag, 3. November 2009 17:56
An: statalist@hsphsun2.harvard.edu
Betreff: st: 2 part model with Negative binomial

I am attempting to test a mediation model, with an outcome that is a
count variable (Y), a mediator (M) that is continuous (but could be
dichotomized), and an independent variable (X) that is either
dichotomous or continuous. I would like to test the indirect path, which
can be considered a 2-part model:

Y=M+covariates
M=X+covariates

I am considering negative binomial as the best model for my outcome (Y),
although there are many zeros (70%). Zero-inflated negative binomial or
ZIP generally do not converge well for these data. For the second
equation, OLS should be sufficient or perhaps logit or probit.

I have not been able to find something already written in Stata to
estimate this. I am familiar with user-written MLE, but fear this would
get quite complicated if I want to included correlated errors, which
seem likely.

Any thoughts?
Thank you,
Maggie

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