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From |
Rodolphe Desbordes <rodolphe.desbordes@strath.ac.uk> |

To |
"statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: Zero-inflated Negative Binomial models for Panel data |

Date |
Thu, 11 Mar 2010 16:46:57 +0000 |

Stas, I think that it has been previously mentioned on the Statalist that fixed/random effects zero inflation models can be estimated with LIMDEP. It is my understanding that the individual effects are only present in the count part of the model. Rodolphe ________________________________________ From: owner-statalist@hsphsun2.harvard.edu [owner-statalist@hsphsun2.harvard.edu] On Behalf Of Stas Kolenikov [skolenik@gmail.com] Sent: 11 March 2010 15:25 To: statalist@hsphsun2.harvard.edu Subject: Re: st: Zero-inflated Negative Binomial models for Panel data On Wed, Mar 10, 2010 at 10:48 PM, Jabr, Wael M < wael.jabr@student.utdallas.edu> wrote: > Does Stata support Zero-inflated Negative Binomial models for Panel data? > I have researched some of the documentations but couldn't find a reference > to that. > Does such a model exist at all in the literature? Zero-inflation is a two part (mixture) model. I don't think it has a sufficient statistic, so you cannot do any sort of fixed effects. Where exactly do you want to place the random effects? You can say that you have a random effect in the mixture equation only (inflation for zeroes); you can say that you have a random effect in the main equation (binomial probabilities) but not in the mixing equation; you can have random effects in both (allowing them to correlate, I guess); or you can have a single random effect that affects both equations with certain loadings (although such model may be difficult to identify). Those would be four different kinds of models that will have different fit to data. -gllamm- does not support the negative binomial family. However since the negative binomial model is the Poission model with a gamma random effect (integrated over), you may be able to get some leverage out of Poisson family. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Zero-inflated Negative Binomial models for Panel data***From:*"Jabr, Wael M" <wael.jabr@student.utdallas.edu>

**Re: st: Zero-inflated Negative Binomial models for Panel data***From:*Stas Kolenikov <skolenik@gmail.com>

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