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From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

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

Subject |
st: RE: RE: Hurdle model using Gamma distribution |

Date |
Mon, 26 Jul 2010 23:06:18 +0100 |

Full references please! Peter A Lachenbruch Analysis of data with excess zeros Stat Methods Med Res August 2002 11: 297-302, doi:10.1191/0962280202sm289ra Nick n.j.cox@durham.ac.uk Lachenbruch, Peter [Tony] See Lachenbruch, SMMR 2002 for a special issue on this. I did some work using a log-normal plus excess zeros. Leny Mathew I'm trying to use a hurdle model to model continuous data which has zeros due to the existence of a minimum detectable limit. Instead of the Poisson or negative binomial distribution which seem to be commonly used in hurdle models, I would like to to use the Gamma distribution to model the continuous data. Since the Gamma distribution is defined only for x >0, is it possible to develop this by estimating the binomial model separately from the parameters of a gamma regression model? I wrote out the Log likelihood for this model in the same way as described in http://www.stata-journal.com/sjpdf.html?articlenum=st0040 and the equation can be written out as the sum of the log-likelihood of the binary model and the log likelihood of the gamma model. However I'm not sure if this is the right way to proceed. On this data data set, I did run the Poisson hurdle model and the negative Binomial hurdle model and compared it to the output of the model I described above. The results of the three models are remarkably similar. * * 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/

**Follow-Ups**:**Re: st: RE: RE: Hurdle model using Gamma distribution***From:*Leny Mathew <lenymathewc@gmail.com>

**References**:**st: Hurdle model using Gamma distribution***From:*Leny Mathew <lenymathewc@gmail.com>

**st: RE: Hurdle model using Gamma distribution***From:*"Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>

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