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st: Problem with ZINB inflation equation estimates
From
James Shaw <[email protected]>
To
[email protected]
Subject
st: Problem with ZINB inflation equation estimates
Date
Wed, 1 Sep 2010 15:12:50 -0500
I am modeling count data that exhibit overdispersion and excess zeros
and have some concerns about the appropriateness of a zero-inflated
negative binomial (ZINB) model for the data. As can be seen from the
results below, a Wald test of alpha = 0 is significant, which suggests
that ZINB is more correctly specified than zero-inflated Poisson
(ZIP). However, the estimates for several of the regressors included
in the inflation equation take on extreme negative values, and tests
of the exponentiated estimates against zero cannot be performed. Is
this an indication of a problem with the ZINB model specification or
simply an issue with using Wald tests to evaluate nonlinear
transformations of the estimates? I am accustomed to seeing such
extreme estimates when modeling categorical outcomes with zero cells
or near-zero cells. However, I am not certain how to interpret
extreme estimates for the parameters of the inflation model.
--
Jim
James W. Shaw, Ph.D., Pharm.D., M.P.H.
Assistant Professor
Department of Pharmacy Administration
College of Pharmacy
University of Illinois at Chicago
833 South Wood Street, M/C 871, Room 252
Chicago, IL 60612
Tel.: 312-355-5666
Fax: 312-996-0868
Mobile Tel.: 215-852-3045
| Robust
| IRR Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
nlic2 |
_Istate_2 | 1.092649 .073559 1.32 0.188 .9575832 1.246767
_Istate_3 | 1.027985 .0974826 0.29 0.771 .853627 1.237956
_Istate_4 | 1.260222 .1113024 2.62 0.009 1.059911 1.498391
_Istate_5 | 1.015475 .0940208 0.17 0.868 .8469512 1.217532
_Istate_6 | 1.244825 .1100706 2.48 0.013 1.04675 1.480382
_Istate_7 | 1.059836 .1208843 0.51 0.610 .8475224 1.325337
_Istate_8 | 1.171791 .1071122 1.73 0.083 .9795862 1.401708
_Istate_9 | 1.345821 .1539067 2.60 0.009 1.075585 1.683953
_Istate_10 | 1.390382 .1343393 3.41 0.001 1.150511 1.680264
_Istate_11 | 1.237516 .144065 1.83 0.067 .9850502 1.554687
_Istate_12 | 1.384367 .1349304 3.34 0.001 1.143634 1.675774
_Istate_13 | .9682022 .0595369 -0.53 0.599 .8582697 1.092215
_Istate_14 | 1.002396 .0646459 0.04 0.970 .8833731 1.137456
_Istate_15 | 1.163044 .1160887 1.51 0.130 .9563875 1.414355
_Istate_16 | 1.229361 .119212 2.13 0.033 1.016572 1.486693
_Istate_17 | 1.127602 .1087036 1.25 0.213 .9334643 1.362115
_Istate_18 | 1.19585 .1122559 1.91 0.057 .994886 1.437408
_Istate_19 | .9935881 .0791236 -0.08 0.936 .8500053 1.161425
_Istate_20 | 1.067782 .0769608 0.91 0.363 .9271117 1.229797
_Istate_21 | 1.229869 .1205396 2.11 0.035 1.014922 1.49034
_Istate_22 | 1.488745 .1343797 4.41 0.000 1.247348 1.776859
_Istate_23 | 1.183237 .1180536 1.69 0.092 .9730741 1.43879
_Istate_24 | 1.287411 .1179763 2.76 0.006 1.075758 1.540707
nlop | (exposure)
-------------+----------------------------------------------------------------
inflate |
_Istate_2 | -15.18086 3.86403 -3.93 0.000 -22.75422 -7.607505
_Istate_3 | -.9113138 .8377267 -1.09 0.277 -2.553228 .7306003
_Istate_4 | -37.93109 3.212119 -11.81 0.000 -44.22673 -31.63545
_Istate_5 | -.8688422 .7869904 -1.10 0.270 -2.411315 .6736307
_Istate_6 | -34.5509 1.418593 -24.36 0.000 -37.33129 -31.77051
_Istate_7 | -.2903815 .7019179 -0.41 0.679 -1.666115 1.085352
_Istate_8 | -19.12953 1.197556 -15.97 0.000 -21.4767 -16.78236
_Istate_9 | -.3339708 .7646007 -0.44 0.662 -1.832561 1.164619
_Istate_10 | -16.91487 8.778676 -1.93 0.054 -34.12076 .2910193
_Istate_11 | -.2927704 .7666662 -0.38 0.703 -1.795408 1.209868
_Istate_12 | -40.69688 4.617249 -8.81 0.000 -49.74652 -31.64723
_Istate_13 | .0576077 .3917056 0.15 0.883 -.7101211 .8253366
_Istate_14 | -4.621435 20.1191 -0.23 0.818 -44.05415 34.81128
_Istate_15 | .1455226 .6589907 0.22 0.825 -1.146076 1.437121
_Istate_16 | -4.234189 12.39485 -0.34 0.733 -28.52765 20.05928
_Istate_17 | -.5810501 .7541463 -0.77 0.441 -2.05915 .8970495
_Istate_18 | -2.642428 2.516604 -1.05 0.294 -7.574882 2.290025
_Istate_19 | -.5181308 .4920146 -1.05 0.292 -1.482462 .4462001
_Istate_20 | -15.64851 2.008452 -7.79 0.000 -19.585 -11.71201
_Istate_21 | -.8170193 .8394646 -0.97 0.330 -2.46234 .8283011
_Istate_22 | -36.16489 .9060823 -39.91 0.000 -37.94078 -34.389
_Istate_23 | -.2927124 .7272732 -0.40 0.687 -1.718142 1.132717
_Istate_24 | -15.53286 7.341087 -2.12 0.034 -29.92112 -1.144592
_cons | -2.111847 .5767957 -3.66 0.000 -3.242346 -.9813481
-------------+----------------------------------------------------------------
/lnalpha | -.1629929 .1439461 -1.13 0.258 -.4451221 .1191363
-------------+----------------------------------------------------------------
alpha | .8495972 .1222962 .6407461 1.126523
. testnl exp([lnalpha]_cons)=0
(1) exp([lnalpha]_cons) = 0
chi2(1) = 48.26
Prob > chi2 = 0.0000
. testnl exp([inflate]_Istate_2)=1
(1) exp([inflate]_Istate_2) = 1
warning: derivative with respect to inflate:_Istate_2
coefficient is near zero,
derivative treated as zero
Constraint (1) dropped
chi2(0) = 0.00
Prob > chi2 = .
. testnl exp([inflate]_Istate_4)=0
(1) exp([inflate]_Istate_4) = 0
warning: derivative with respect to inflate:_Istate_4 coefficient is near zero,
derivative treated as zero
Constraint (1) dropped
chi2(0) = 0.00
Prob > chi2 = .
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