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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: How to deal with the quasi-complete separation problem in the logit part of ZINB analysis |

Date |
Sun, 30 Sep 2012 15:42:03 +0100 |

That is a Jeffreys prior, or a Jeffreys' prior, as it was the idea of Sir Harold Jeffreys. In a letter to me in 1976 he wrote that he preferred the form Jeffreys's, but this is rarely seen. Nick On Sun, Sep 30, 2012 at 3:14 PM, JVerkuilen (Gmail) <jvverkuilen@gmail.com> wrote: > On Sun, Sep 30, 2012 at 2:18 AM, å¶é¹é¹ <smztsmzt@163.com> wrote: >> >> I encountered the quasi-complete separation problem in my data when I doing the ZINB analysis in Stata. >> >> I have found and installed the firthlogit ADO file which is very useful to deal with the separation effect by using the PML method, but how could I use the same way in the ZINB analysis? Does any one know that there might be some similar package, command, parameters or ADO files that >> could take the same effect in the ZINB analysis? > > In my experience the ZINB is quite challenging to fit. You have both > negative binomial overdispersion and excess zeros. I'd try fitting a > ZIP or simplify the ZI component of the model, assuming you are using > some predictors for it. > > I'm sure with some programming the ideas in -firthlogit- could be > extended to other models. Essentially from the math it looks like an > approximation to a Jeffrey's prior in a fully Bayesian analysis. > (Update: Went and looked at the paper by Firth and that's exactly what > it is!) Other priors could similarly help. Often you can use a > "pseudo-data" approach and add a few fake data cases to approximate a > prior. Any recommendations beyond that would require some information > about the dataset. If all your predictors are discrete you can often > simply add a few observations to the cells created by the table. It > might be to add a few cases with average covariate values and use MI > to predict observations. > > Note that all these *tricks* are just that, tricks or devices that are > not well-founded theoretically. > > Jay > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: How to deal with the quasi-complete separation problem in the logit part of ZINB analysis***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**References**:**st: How to deal with the quasi-complete separation problem in the logit part of ZINB analysis***From:*叶鹏鹏 <smztsmzt@163.com>

**Re: st: How to deal with the quasi-complete separation problem in the logit part of ZINB analysis***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

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