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]

Re: st: Regression Equation in ZINB regression


From   rachel grant <rachelannegrant@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Regression Equation in ZINB regression
Date   Tue, 20 Sep 2011 17:00:38 +0100

Thanks Partho for taking the time to help me.
It is becoming clearer. I am going to look into it further and I'll
come back to the list if I need more help
thanks again
Rachel

On 20 September 2011 12:50, Partho Sarkar <partho.ss+lists@gmail.com> wrote:
> Oops, sorry again!  My apologies- I am doing this in between other
> work.  I meant to write:
>
> E[yi|xi]=count for x=xi =lambda[i]=a0+a1xi + etc, i.e., the
> probability lambda is different for different levels of xi.
>
> and
>
> L(y1,y2,..,yn)=F(lambda[1],lambda[2],...,lambda[n])=G(x1,x2,...,xn)
>
> Partho
>
>
> On Tue, Sep 20, 2011 at 5:09 PM, Partho Sarkar
> <partho.ss+lists@gmail.com> wrote:
>> Rachel, it seems you posted the same question under 2 headers- I just
>> replied on the thread: Regression Equation for Zero inflated negative
>> binomial.  I wanted to make a slight correction-  I said the parameter
>> lambda is is the LHS in the regression, which is not quite correct.
>> The mean (or expected) count is equal to lambda.  So we really use the
>> fact that :
>>
>> E[yi|xi]=count for x=xi =lambda=a0+a1xi + etc.
>>
>> to get the "likelihood" of observing all the yi's as a function of the
>> observed xi's:
>>
>> L(y1,y2,..,yn)=F(lambda)=G(x1,x2,...,xn)
>>
>> and then maximize this likelihood function to estimate lambda.
>>
>> Hope this helps
>>
>> Partho
>>
>> On Tue, Sep 20, 2011 at 4:19 PM, Partho Sarkar
>> <partho.ss+lists@gmail.com> wrote:
>>> My post crossed yours in the mail!  Hope you can manage now.
>>>
>>> Partho
>>>
>>> On Tue, Sep 20, 2011 at 4:03 PM, rachel grant <rachelannegrant@gmail.com> wrote:
>>>> Thank you Partho. Thank you all for your patience.
>>>> I have now understood that I cannot get Stata to do this and I need to
>>>> reconstruct by inserting my co-efficients into the equation. Fine
>>>>
>>>> Now the problem I have is finding a general equation for ZINB in order
>>>> to reconstruct.
>>>> Is the general equation for ZINB the same as Poisson? I cannot find
>>>> anywhere a general equation for ZINB.
>>>> I could use a general log-linear Poisson type equation but would this
>>>> be correct? and how do I deal with the inflated part, is this merely a
>>>> seperate log-linear eqn, or is it incorporated into th general ZINB
>>>> eqn. Thanks, Rachel
>>>>
>>>> On 19 September 2011 08:13, Partho Sarkar <partho.ss+lists@gmail.com> wrote:
>>>>> Hi Rachel
>>>>>
>>>>> Just to clarify: in order to actually get the "regression equation",
>>>>> by which I assume you mean something like
>>>>>
>>>>> yhat=12.56+2.6*x1+0.34*x2 ,
>>>>>
>>>>> you do need to reconstruct the equation form the output displayed (as
>>>>> exemplified by Anees's results).  You could see this page for an
>>>>> example: http://dss.princeton.edu/online_help/analysis/interpreting_regression.htm
>>>>> .
>>>>>
>>>>> With a little more programming effort, this process could be automated
>>>>> using e-class macros etc.  (There is very probably a user-written
>>>>> program to do this somewhere out there- -estadd- from here
>>>>> http://repec.org/bocode/e/estout/ might help partly, and you can
>>>>> search the rich REPEC archives).
>>>>>
>>>>> (In this sense Stata may not be as "user friendly" as Minitab or even
>>>>> some more ambitious  other packages, which helpfully report the exact
>>>>> "prediction equation" in the form you might want, but then it can do
>>>>> so much more besides!)
>>>>>
>>>>> Hope this helps
>>>>>
>>>>> Partho
>>>>>
>>>>>> On Mon, Sep 19, 2011 at 12:34 AM, rachel grant <rachelannegrant@gmail.com> wrote:
>>>>>>>
>>>>>>> I have searched the help files but I cannot understand how to get
>>>>>>> Stata to display the regression equation.
>>>>>>> If anyone is able to help, without referring me to manual, it would be
>>>>>>> really appreciated.
>>>>>>>
>>>>>>> --
>>>>>>> regards, Rachel Grant
>>>>>>> *
>>>>>>> *   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/
>>>>>
>>>>
>>>>
>>>>
>>>> --
>>>> regards, Rachel
>>>>
>>>> *
>>>> *   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/
>



-- 
regards, Rachel

*
*   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