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Re: st: Regression Equation in ZINB regression


From   Partho Sarkar <[email protected]>
To   [email protected]
Subject   Re: st: Regression Equation in ZINB regression
Date   Tue, 20 Sep 2011 17:09:44 +0530

Rachel, it seems you posted the same question under 2 headers- I just
replied on the thread: Regression Equation for Zero inflated negative
binomial.  I wanted to make a slight correction-  I said the parameter
lambda is is the LHS in the regression, which is not quite correct.
The mean (or expected) count is equal to lambda.  So we really use the
fact that :

E[yi|xi]=count for x=xi =lambda=a0+a1xi + etc.

to get the "likelihood" of observing all the yi's as a function of the
observed xi's:

L(y1,y2,..,yn)=F(lambda)=G(x1,x2,...,xn)

and then maximize this likelihood function to estimate lambda.

Hope this helps

Partho

On Tue, Sep 20, 2011 at 4:19 PM, Partho Sarkar
<[email protected]> wrote:
> My post crossed yours in the mail!  Hope you can manage now.
>
> Partho
>
> On Tue, Sep 20, 2011 at 4:03 PM, rachel grant <[email protected]> wrote:
>> Thank you Partho. Thank you all for your patience.
>> I have now understood that I cannot get Stata to do this and I need to
>> reconstruct by inserting my co-efficients into the equation. Fine
>>
>> Now the problem I have is finding a general equation for ZINB in order
>> to reconstruct.
>> Is the general equation for ZINB the same as Poisson? I cannot find
>> anywhere a general equation for ZINB.
>> I could use a general log-linear Poisson type equation but would this
>> be correct? and how do I deal with the inflated part, is this merely a
>> seperate log-linear eqn, or is it incorporated into th general ZINB
>> eqn. Thanks, Rachel
>>
>> On 19 September 2011 08:13, Partho Sarkar <[email protected]> wrote:
>>> Hi Rachel
>>>
>>> Just to clarify: in order to actually get the "regression equation",
>>> by which I assume you mean something like
>>>
>>> yhat=12.56+2.6*x1+0.34*x2 ,
>>>
>>> you do need to reconstruct the equation form the output displayed (as
>>> exemplified by Anees's results).  You could see this page for an
>>> example: http://dss.princeton.edu/online_help/analysis/interpreting_regression.htm
>>> .
>>>
>>> With a little more programming effort, this process could be automated
>>> using e-class macros etc.  (There is very probably a user-written
>>> program to do this somewhere out there- -estadd- from here
>>> http://repec.org/bocode/e/estout/ might help partly, and you can
>>> search the rich REPEC archives).
>>>
>>> (In this sense Stata may not be as "user friendly" as Minitab or even
>>> some more ambitious  other packages, which helpfully report the exact
>>> "prediction equation" in the form you might want, but then it can do
>>> so much more besides!)
>>>
>>> Hope this helps
>>>
>>> Partho
>>>
>>>> On Mon, Sep 19, 2011 at 12:34 AM, rachel grant <[email protected]> wrote:
>>>>>
>>>>> I have searched the help files but I cannot understand how to get
>>>>> Stata to display the regression equation.
>>>>> If anyone is able to help, without referring me to manual, it would be
>>>>> really appreciated.
>>>>>
>>>>> --
>>>>> regards, Rachel Grant
>>>>> *
>>>>> *   For searches and help try:
>>>>> *   http://www.stata.com/help.cgi?search
>>>>> *   http://www.stata.com/support/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/statalist/faq
>>> *   http://www.ats.ucla.edu/stat/stata/
>>>
>>
>>
>>
>> --
>> regards, Rachel
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>>
>

*
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