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st: zero truncated negative binomial (ztnb) with sampling weight
From
"Kim, Seung Gyu" <[email protected]>
To
<[email protected]>
Subject
st: zero truncated negative binomial (ztnb) with sampling weight
Date
Tue, 11 May 2010 14:45:07 -0400
Dear all:
I am struggling with ZTNB with sampling weight. The residuals of
"negative binomial regression" are calculated as
(y-yhat)/(1+yhat*alpha), but I could not find the residuals if it is
"truncated" and "weighted by sampling weight" at the same time. I would
appreciate if someone gives me the functional form of residuals or
loglikelihood function for ZTNB with sampling weight.
FYI, log likelihood function of zero truncated negative binomial is
Y*ln(alpha*exp(xb)/(1+alpha*exp(xb))-ln(1+alpha*exp(xb))/alpha+ln
Gamma(y+1/alpha)-ln Gamma(y+1)-ln
Gamma(1/alpha)-ln(1-(1+alpha*exp(xb))^(-1/alpha).
Thanks.
SG Kim
[email protected]
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