Note: This FAQ is for users of Stata 6, an older version of Stata.
It is not relevant for more recent versions.
Stata 6: Where are the Wald tests for zinb that appear in the manual?
Stata 6: Wald tests associated with the alpha parameter
James Hardin, StataCorp
The alpha parameter is a positive value that is parameterized using the
natural log. The equivalent test of alpha=0 is thus log(alpha) = -infinity.
In the maximization, the value of log(alpha) is limited to the range [-18,
18] such that we limit alpha to the range [1.523e-08, 65659969].
Note: the actual range that can be achieved is somewhat wide
as the optimizer will take one final step after any correction is made in
The limiting case is alpha=0 where the zero-inflated negative binomial
estimator does not differ from the zero-inflated Poisson estimator or, when
combined with testing that all of the inflation equation parameters are
zero, where the zero-inflated negative binomial model does not differ from
the Poisson estimator.
At the initial time of preparing the documentation of the manuals, we
considered testing whether log(alpha)=-18 (since this was the limiting
value). After the manuals were printed, we revisited this subject and
discovered that we did not, in fact, want to include this test. The
likelihood-ratio test is the only test that one should consider in these
So, a test involving the alpha parameter is only included if you specify the
nbreg and/or zip options.