Re: st: suggested references about the variables to include in zero-inflated portion of zinb?

[Steven Samuels <sjhsamuels@earthlink.net>]

That's a very important point, Maarten. Thank you.  David Freedman  
(2006) suggested that analysts compare 'robust' and conventional   
standard errors.  If they are close, he recommended the use of the  
conventional version. If they are not close, he stressed that the  
whole model may be faulty--bringing all estimates into question.   
Hence my emphasis on a "good" model.

I'd like to amend one point in my previous post-that too many zero  
values are cause for suspicion.  I spoke to a friend who is familiar  
with diagnostic psychological scales.  She pointed out that the fewer  
the items in a scale, the more likely zeros would be. In her  
experience, mean scores were often small and lumps at zero were  
common. I've found the same an eight binary item brief screen for  
mental illness--most people had no "positive" items.

-Steve

Reference: D.A. Freedman. “On the so-called ‘Huber Sandwich  
Estimator’ and ‘robust’ standard errors.” The American Statistician  
vol. 60 (2006) pp. 299–302.  Preprint at: http:// 
www.stat.berkeley.edu/~census/mlesan.pdf


On Oct 26, 2008, at 11:48 AM, Maarten buis wrote:

> --- Steven Samuels <sjhsamuels@earthlink.net> wrote:
> > 1. The reviewer's original opinion is not correct. If your target
> > parameter is the mean score, then OLS may give a consistent estimate,
> > even if the data are skew and non-normal. The proviso is that you
> > have a good prediction model for the mean.  However with OLS,
> > standard errors will be incorrect. The fix is easy: -reg- with a -
> > robust- option will give standard errors that are model-free.
>
> The one proviso here is that -robust- typically requires more data  
> than
> the standard standard errors, as the asymptotics typically starts to
> kick in later. This should not come as a surprise, with standard
> standard errors you use information from your assumption about the
> distribution, while with -robust- you explicitly exclude that
> information and thus you require more information from another source,
> which can only mean more data.
>
> -- Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room N515
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
>
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