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From |
Leny Mathew <lenymathewc@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Thu, 29 Jul 2010 08:38:35 -0400 |

Thank You, Tony for the suggestion, and Nick for the reference. On Mon, Jul 26, 2010 at 6:06 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote: > 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/ > * * 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: 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>

**st: RE: RE: Hurdle model using Gamma distribution***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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