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st: RE: Hurdle model using Gamma distribution
From
"Lachenbruch, Peter" <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
st: RE: Hurdle model using Gamma distribution
Date
Mon, 26 Jul 2010 14:57:01 -0700
See Lachenbruch, SMMR 2002 for a special issue on this. I did some work using a log-normal plus excess zeros.
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Leny Mathew
Sent: Monday, July 26, 2010 1:47 PM
To: [email protected]
Subject: st: Hurdle model using Gamma distribution
Hello All,
I'm trying to use a hurdle model to model continuous data
which has zeros due to the existence of a minimum detectable limit.
Instead of the Poisson or negative binomial distribution which seem to
be commonly used in hurdle models, I would like to to use the Gamma
distribution to model the continuous data. Since the Gamma
distribution is defined only for x >0, is it possible to develop this
by estimating the binomial model separately from the parameters of a
gamma regression model?
I wrote out the Log likelihood for this model in the same way as
described in http://www.stata-journal.com/sjpdf.html?articlenum=st0040
and the equation can be written out as the sum of the log-likelihood
of the binary model and the log likelihood of the gamma model. However
I'm not sure if this is the right way to proceed.
On this data data set, I did run the Poisson hurdle model and the
negative Binomial hurdle model and compared it to the output of the
model I described above. The results of the three models are
remarkably similar.
Any comments would be greatly appreciated.
Thanks,
Leny
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