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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 14 May 2010 15:57:08 -0400 |

The first sentence is garbled-typed too fast! It should read: There' will be no difference in the estimated parameters, but you will have incorrect standard errors (usually much too small) if you do not -svyset- your data and provide stratum/cluster information. On Fri, May 14, 2010 at 3:52 PM, Steve Samuels <sjsamuels@gmail.com> wrote: > There's will be no difference in the estimate parameters, but if you > will have incorrect standard errors (usually much too small) if you do > not -svyset- your data and provide stratum/cluster information. I'm > curious: the denominator of your residual is not the SD of a negative > binomial variable (see any probability book or the manual reference on > -nbreg-); what is it? > > SS > > On Fri, May 14, 2010 at 3:27 PM, Kim, Seung Gyu <sgkim@utk.edu> wrote: >> Thanks for your information. I need to read them, but what is the major difference between by weighting using "pweight" option in ZTNB vs. -svyset-. >> >> SG >> >> ztnb LHS RHS [pweight= xx] , dispersion(mean) >> >> -----Original Message----- >> From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Steve Samuels >> Sent: Friday, May 14, 2010 3:18 PM >> To: statalist@hsphsun2.harvard.edu >> Subject: Re: st: zero truncated negative binomial (ztnb) with sampling weight >> >> The form of the weighted likelihood (independent data) is given in the >> Stata Manual reference for -ztnb-. As you have probability weights, >> you probably have a complex survey design (clusters, strata). If so, >> you should -svyset-your data and use -svy: ztnb-. For survey data, the >> general survey form of likelihood estimating equations is shown in the >> "Variance Estimation" chapter of Stata's Survey Data Manual. >> >> -predict- following -svy: ztnb- will give two kinds of predictions >> ("n" and "cm") from which you can form residuals. Use the first if >> zero was a possible value that could not be observed for some reason; >> otherwise- if the data are inherently positive- use the second. >> >> You appear to want to standardize the residual in some way. I don't >> recognize the denominator in your residual so I cannot comment on it. >> I would guess, however, that the denominator appropriate for the >> non-truncated negative binomial will suffice for all practical >> purposes. >> >> Steve >> >> On Tue, May 11, 2010 at 2:45 PM, Kim, Seung Gyu <sgkim@utk.edu> wrote: >>> 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 >>> >>> >>> * >>> * 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/ >>> >> >> >> >> -- >> Steven Samuels >> sjsamuels@gmail.com >> 18 Cantine's Island >> Saugerties NY 12477 >> USA >> Voice: 845-246-0774 >> Fax: 206-202-4783 >> >> * >> * 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/ >> > > > > -- > Steven Samuels > sjsamuels@gmail.com > 18 Cantine's Island > Saugerties NY 12477 > USA > Voice: 845-246-0774 > Fax: 206-202-4783 > -- Steven Samuels sjsamuels@gmail.com 18 Cantine's Island Saugerties NY 12477 USA Voice: 845-246-0774 Fax: 206-202-4783 * * 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 truncated negative binomial (ztnb) with sampling weight***From:*"Kim, Seung Gyu" <sgkim@utk.edu>

**Re: st: zero truncated negative binomial (ztnb) with sampling weight***From:*Steve Samuels <sjsamuels@gmail.com>

**RE: st: zero truncated negative binomial (ztnb) with sampling weight***From:*"Kim, Seung Gyu" <sgkim@utk.edu>

**Re: st: zero truncated negative binomial (ztnb) with sampling weight***From:*Steve Samuels <sjsamuels@gmail.com>

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