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Re: st: xtmepoisson


From   David Greenberg <[email protected]>
To   [email protected]
Subject   Re: st: xtmepoisson
Date   Thu, 10 Dec 2009 18:42:22 -0500

Thank you. Someone else informed me that this can be done in gllamm. I will be looking into that. David

----- Original Message -----
From: Stas Kolenikov <[email protected]>
Date: Tuesday, December 8, 2009 12:37 pm
Subject: Re: st: xtmepoisson
To: [email protected]


> On Mon, Dec 7, 2009 at 4:55 PM, David Greenberg <[email protected]> wrote:
> > Is there a way of adapting the xtmepoisson in version 11 of Stata
> > to accommodate zero-inflated mixed Poisson models?
> 
> It's not adapting, it is re-writing. How exactly do you expect the
> likelihood for such model to look like? -xtmepoisson- has a numeric
> integration of the random effects for the likelihood, and
> zero-inflation means putting a Poisson model into a mixture model with
> probability of the identically zero and Poisson components. Depending
> on whether you believe there should or should not be a random effect
> in the mixture component selection equation, you get two different
> ways of zero-inflating -xtmepoisson-, and if you have more than two
> levels, it becomes a total mess. You'd probably be able to estimate
> whatever mess you want to get into with -gllamm-, with all the usual
> wrapping the head around its syntax and data management.
> 
> -- 
> Stas Kolenikov, also found at http://stas.kolenikov.name
> Small print: I use this email account for mailing lists only.
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