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Re: st: Model fit-statistic for zero-inflated negative binomial models


From   Neeraj Iyer <iyeranna@gmail.com>
To   statalist <statalist@hsphsun2.harvard.edu>, jluchman@forsmarshgroup.com
Subject   Re: st: Model fit-statistic for zero-inflated negative binomial models
Date   Mon, 10 Jun 2013 17:54:22 -0400

Hello Joe,

Thank you.  I was able to install the 'r2c' package and obtain outputs
for my ZINB models.  I am currently reading about R-Squared measures
based on deviance residuals.  I wanted to ask a few questions that
might help me understand the fit statistics better:

1) Are the fit-statistics output by 'r2c' a measure of overall model
fit or are these a measure of comparative fit (like the Vuong test)?

2) Since the 'r2c' program has been released very recently, have any
studies been published that report using the 'r2c' generated
fit-statistics?  I would like to cite those studies in my
dissertation.

3) Could you direct me to some other papers (apart from Cameron and
Windmeijer 1996) or annotated output that might explain the basis and
interpretation of deviance residuals?

Thanks again.

Regards,
Neeraj

On Fri, Jun 7, 2013 at 8:48 AM, Joseph Luchman <jluchman@gmail.com> wrote:
> Hi Neeraj,
>
>   My guess is that what you should report will be (sub-)discipline
> specific.  That said, I have a postestimation module - r2c - (type:
> ssc install r2c) that computes some fit statistics following count
> models, including a ZINB model.  This may help in terms of your point
> #3/other fit statistics.
>
>   Hope this helps,
>
> - joe
>
> Joseph Nicholas Luchman, M.A.
> Senior Research Associate | Fors Marsh Group
>
> Email: jluchman@forsmarshgroup.com
> forsmarshgroup.com
> https://www.researchgate.net/profile/Joseph_Luchman/
> *
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-- 
Neeraj
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