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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>
Subject   Re: st: Model fit-statistic for zero-inflated negative binomial models
Date   Tue, 11 Jun 2013 17:53:02 -0400

Hello Joe,

Thank you for the detailed response.  This is indeed useful information.

Regards,
Neeraj

On Tue, Jun 11, 2013 at 1:39 PM, Joseph Luchman <jluchman@gmail.com> wrote:
> Hi Neeraj,
>
>   The most of the pseudo-R2's produced by - r2c - describe the whole
> model - however, the "dp" statistics produced for negative Binomials
> compare the fit of the negative Binomial to that of the same
> specification using a Poisson distribution (and is thus quite similar
> in spirit to the Vuong test without a null hypothesis significance
> test component).
>
>   The - r2c - was developed from internal research by my employer that
> was worth sharing with the Stata community.  Our internal research
> using the command is not cite-able.  I'm not familiar with any papers
> that have cited it yet - but, as you note, it's only 4-or-so months
> old.  Presuming someone has decided to cite the command in their
> manuscript, the publication lag is likely to still be "in effect."
> That said, the SSC entry is cite-able and can be downloaded from
> ideas.repec.org (http://ideas.repec.org/c/boc/bocode/s457592.html).
>
>   A good source for reading over the different glm-based residuals is
> Pierce & Schafer (1986) - full APA-style citation is below.
>
> - joe
>
> Pierce, D. A., & Schafer, D. W. (1986). Residuals in generalized
> linear models. Journal of the American Statistical Association,
> 81(396), 977-986.
>
> Joseph Nicholas Luchman, M.A.
> ----
> Senior Research Associate | Fors Marsh Group
> Email: jluchman@forsmarshgroup.com
> forsmarshgroup.com
> ----
> Doctoral Candidate
> Industrial Organizational Psychology
> George Mason University
> https://www.researchgate.net/profile/Joseph_Luchman/
>
>
> 2013/6/10 Neeraj Iyer <iyeranna@gmail.com>
>>
>> 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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-- 
Neeraj
*
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