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st: Convergence Problems With Zero Truncated Negative Binomial Regression


From   Michael Lebenbaum <mlebenba@uwo.ca>
To   statalist@hsphsun2.harvard.edu
Subject   st: Convergence Problems With Zero Truncated Negative Binomial Regression
Date   Fri, 02 Mar 2012 18:26:13 -0500

 

Hi, 

 

I am attempting to do an analysis of zero truncated counts for two outcomes (both are zero truncated count distributions). So far I have been using Stata 10, with ztp and ztnb commands with svy. The zero truncated poisson model converges properly for both, however the zero truncated negative binomial model does not converge (It gets stuck at the fitting a constant only model (not concave)). The sample size is large 10K+, so I do not believe this is the problem. I think it has to do with sparse data in parts of the distribution as the vast majority (~95%+) of the data is at the low end of the range with much of the range having 0 or few observations (~80-90% of the range). In addition, when I delete a small percentage of the top users (2%), the zero-truncated negative binomial model converges. Does anyone know of alternative solutions? I would rather not have to alter the sample if it is not necessary. Thank you.

 

M
 



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