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]

From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Re: Probability threshold for inclusion in ZINB count model |

Date |
Sat, 25 Feb 2012 16:39:47 -0600 |

Jeremy, That's not how this model works; you have a rather mechanistic understanding of it. ZINB is a joint model that has a two-part likelihood, one for identical zeroes, and one for negative binomials, that are weighted according to the probability from the inflation equation. This is very clearly shown in -zinb- documentation. What you are thinking about is a sort of two-step model: first, separate the zeroes; second, estimate the negative binomial for the non-zeroes. But the first step cannot be performed perfectly, as the negative binomial can produce random zeroes, so the second step will not make much sense, either. On Sat, Feb 25, 2012 at 3:23 PM, Jeremy Bowling <jlbkq6@mail.missouri.edu> wrote: > According to http://www.ats.ucla.edu/stat/stata/output/Stata_zinb.htm, the > "negative binomial model is generated predicting the counts for those > [observations] who are not certain zeros." Since the inflation/logit model > determines whether or not an observation is a certain zero by probability, > is there a probability threshold by which the observations are dropped? > Or... are each unique observations' probabilities included in the negative > binomial equation to control for the probability of being a certain zero, > similar to when predicted counts are created in which probabilities are > included in the equation. Are observations dropped due to meeting a certain > zero probability threshold, or is the negative binomial (count model) > altered in some way to account for the probability that an observation may > be a certain zero? If there is a probability threshold and dropped > observations in the count model, I would like to know. If not, by what > process does the zinb count model control for an observation being in the > certain zero group? > > -----Original Message----- From: Nick Cox > Sent: Saturday, February 25, 2012 4:46 AM > To: statalist@hsphsun2.harvard.edu > Subject: Re: st: Probability threshold for inclusion in ZINB count model > > Perhaps you explain what threshold you expect there to be on relation > to the manual entry on -zinb- or expand on how you think -zinb- should > use such a threshold. > > Nick > > On 25 Feb 2012, at 05:05, Jeremy Bowling <jlbkq6@mail.missouri.edu> > wrote: > >> I am having a hard time finding the probability threshold that zinb uses >> to include/limit observations in the count model. Is there a set >> probability threshold? If not how do I find the threshold? >> >> After running zinb for a number of count models, I was seeking to run a >> simple logit model by dichotomizing my dv instead of having a count. I >> would like to limit my observations by excluding those that would be in the >> certain zero group. Of course the significance of the logit coefficients >> would be affected by the threshold I set (which observations are included). >> I would like to use the logit model to seek not what causes multiple >> occurrences (count) but what factors lead to the likelihood of an >> occurrence, from zero to one, for those observations not in the certain >> zero group. >> >> If there is not a set probability threshold or it can not be found, what >> would be the best probability to use? 50% cutoff? Mean probability > > * > * 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/ -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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: Probability threshold for inclusion in ZINB count model***From:*Jeremy Bowling <jlbkq6@mail.missouri.edu>

**Re: st: Probability threshold for inclusion in ZINB count model***From:*Nick Cox <njcoxstata@gmail.com>

**st: Re: Probability threshold for inclusion in ZINB count model***From:*Jeremy Bowling <jlbkq6@mail.missouri.edu>

- Prev by Date:
**st: Re: Probability threshold for inclusion in ZINB count model** - Next by Date:
**st:stubs, ending with some number, are not available for all waves :-reshape-** - Previous by thread:
**st: Re: Probability threshold for inclusion in ZINB count model** - Next by thread:
**st: Econometrics Using Stata Online Course** - Index(es):