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Re: st: xtmepoisson

From   Stas Kolenikov <>
Subject   Re: st: xtmepoisson
Date   Tue, 8 Dec 2009 11:36:27 -0600

On Mon, Dec 7, 2009 at 4:55 PM, David Greenberg <> wrote:
> Is there a way of adapting the xtmepoisson in version 11 of Stata
> to accommodate zero-inflated mixed Poisson models?

It's not adapting, it is re-writing. How exactly do you expect the
likelihood for such model to look like? -xtmepoisson- has a numeric
integration of the random effects for the likelihood, and
zero-inflation means putting a Poisson model into a mixture model with
probability of the identically zero and Poisson components. Depending
on whether you believe there should or should not be a random effect
in the mixture component selection equation, you get two different
ways of zero-inflating -xtmepoisson-, and if you have more than two
levels, it becomes a total mess. You'd probably be able to estimate
whatever mess you want to get into with -gllamm-, with all the usual
wrapping the head around its syntax and data management.

Stas Kolenikov, also found at
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