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st: zero truncated negative binomial (ztnb) with sampling weight


From   "Kim, Seung Gyu" <sgkim@utk.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: zero truncated negative binomial (ztnb) with sampling weight
Date   Tue, 11 May 2010 14:45:07 -0400

Dear all:

I am struggling with ZTNB with sampling weight. The residuals of
"negative binomial regression" are calculated as
(y-yhat)/(1+yhat*alpha), but I could not find the residuals if it is
"truncated" and "weighted by sampling weight" at the same time. I would
appreciate if someone gives me the functional form of residuals or
loglikelihood function for ZTNB with sampling weight. 

FYI, log likelihood function of zero truncated negative binomial is
Y*ln(alpha*exp(xb)/(1+alpha*exp(xb))-ln(1+alpha*exp(xb))/alpha+ln
Gamma(y+1/alpha)-ln Gamma(y+1)-ln
Gamma(1/alpha)-ln(1-(1+alpha*exp(xb))^(-1/alpha).
Thanks.

SG Kim
sgkim@utk.edu


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