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Re: st: RE: Checking Goodness of Fit after Zero-inflated Poisson
From
"[email protected]" <[email protected]>
To
[email protected]
Subject
Re: st: RE: Checking Goodness of Fit after Zero-inflated Poisson
Date
Sun, 22 May 2011 15:04:18 -0400
I got it.
So, Log likelihood and its corresponding chi-squared already tell the
goodness-of-fit.
Thanks for your clarification.
Sangyub
On Sun, May 22, 2011 at 2:56 PM, Nick Cox <[email protected]> wrote:
> You shouldn't need to ask. Your question was already answered in my post.
>
> As the example output shows, -zip- already shows a LR chi-square statistic and a P-value.
>
> Nick
> [email protected]
>
> [email protected]
>
> Thanks Nick for your response.
>
> First, sorry for not understanding the name policy. I will sincerely
> follow the rules.
>
> Ok, after I run a standard Poisson, I can compute the goodness-of-fit
> by using the command -estat gof-. For instance, after I run Poisson,
> -estat gof- reports as follows:
>
> . poisson day windcat du50 du100 du150
>
> Iteration 0: log likelihood = -186.58213
> Iteration 1: log likelihood = -183.38329
> Iteration 2: log likelihood = -183.34036
> Iteration 3: log likelihood = -183.34036
>
> Poisson regression Number of obs = 125
> LR chi2(4) = 606.33
> Prob > chi2 = 0.0000
> Log likelihood = -183.34036 Pseudo R2 = 0.6231
>
> ------------------------------------------------------------------------------
> day | Coef. Std. Err. z P>|z| [95% Conf. Interval]
> -------------+----------------------------------------------------------------
> windcat | .6731493 .0625124 10.77 0.000 .5506273 .7956713
> du50 | 2.550244 .3132588 8.14 0.000 1.936268 3.16422
> du100 | 2.144695 .3203497 6.69 0.000 1.516821 2.772568
> du150 | 2.07342 .3292282 6.30 0.000 1.428144 2.718695
> _cons | -2.008924 .2934786 -6.85 0.000 -2.584132 -1.433716
> ------------------------------------------------------------------------------
>
> . estat gof
>
> Goodness-of-fit chi2 = 118.6753
> Prob > chi2(120) = 0.5170
>
> But, that command does not work after zip. How may I compute the
> goodnes-of-fit? Or, does zip already report the goodness-of-fit in its
> result table?
>
> Hope this clarifies my question.
>
> Thanks again,
> Sangyub Ryu
>
> On Sun, May 22, 2011 at 2:18 PM, Nick Cox <[email protected]> wrote:
>> Dear Spring [in?] Athens:
>>
>> Please note the request in the Statalist FAQ to use real names.
>>
>> From a -zip- I see output like this
>>
>> Zero-inflated Poisson regression Number of obs = 250
>> Nonzero obs = 108
>> Zero obs = 142
>>
>> Inflation model = logit LR chi2(2) = 506.48
>> Log likelihood = -850.7014 Prob > chi2 = 0.0000
>>
>> ------------------------------------------------------------------------------
>> count | Coef. Std. Err. z P>|z| [95% Conf. Interval]
>> -------------+----------------------------------------------------------------
>> count |
>> persons | .8068853 .0453288 17.80 0.000 .7180424 .8957281
>> livebait | 1.757289 .2446082 7.18 0.000 1.277866 2.236713
>> _cons | -2.178472 .2860289 -7.62 0.000 -2.739078 -1.617865
>> -------------+----------------------------------------------------------------
>> inflate |
>> child | 1.602571 .2797719 5.73 0.000 1.054228 2.150913
>> camper | -1.015698 .365259 -2.78 0.005 -1.731593 -.2998038
>> _cons | -.4922872 .3114562 -1.58 0.114 -1.10273 .1181558
>> ------------------------------------------------------------------------------
>>
>> What else, precisely, do you have in mind by "goodness of fit"?
>>
>> Nick
>> [email protected]
>>
>> [email protected]
>>
>> I am using zero-inflated Poisson regression.
>> Unlike a standard Poisson regression, neither -estat gof- nor
>> -poisgof- commands report the goodness of fit for a zero-inflated
>> Poisson.
>> How may I find the goodness of fit for zero-inflated Poisson regression?
>
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