Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: RE: RE: Hurdle model using Gamma distribution


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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index