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st: RE: zero-inflation in xtgee

From   "Verkuilen, Jay" <>
To   "''" <>
Subject   st: RE: zero-inflation in xtgee
Date   Mon, 14 Dec 2009 14:42:17 -0500

D Ma wrote;

>>I am running a xtgee model like this:

xtgee y x1 x2 x3 ... ,family(nb) link(log) vce(robust) nolog

Since there are lots of zeros in the dependent count varaible y, I want to use a zero-inflated model.  Nonetheless, the xtgee command in stata doesn't seem to have that option.  Do you have any suggestions?<<

The point estimates from zinb won't be all THAT different from a GEE estimate. Use cluster(myidvar) for the VCE estimate and you should get fairly close to what you would have gotten with a GEE. That said, do you have any reason to believe that you need a zero inflation model? "Lots of zeros" can be totally consistent with a low rate NB variable.


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