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Re: st: Regression Equation in ZINB regression


From   Partho Sarkar <[email protected]>
To   [email protected]
Subject   Re: st: Regression Equation in ZINB regression
Date   Tue, 20 Sep 2011 17:20:09 +0530

Oops, sorry again!  My apologies- I am doing this in between other
work.  I meant to write:

E[yi|xi]=count for x=xi =lambda[i]=a0+a1xi + etc, i.e., the
probability lambda is different for different levels of xi.

and

L(y1,y2,..,yn)=F(lambda[1],lambda[2],...,lambda[n])=G(x1,x2,...,xn)

Partho


On Tue, Sep 20, 2011 at 5:09 PM, Partho Sarkar
<[email protected]> wrote:
> Rachel, it seems you posted the same question under 2 headers- I just
> replied on the thread: Regression Equation for Zero inflated negative
> binomial.  I wanted to make a slight correction-  I said the parameter
> lambda is is the LHS in the regression, which is not quite correct.
> The mean (or expected) count is equal to lambda.  So we really use the
> fact that :
>
> E[yi|xi]=count for x=xi =lambda=a0+a1xi + etc.
>
> to get the "likelihood" of observing all the yi's as a function of the
> observed xi's:
>
> L(y1,y2,..,yn)=F(lambda)=G(x1,x2,...,xn)
>
> and then maximize this likelihood function to estimate lambda.
>
> Hope this helps
>
> Partho
>
> On Tue, Sep 20, 2011 at 4:19 PM, Partho Sarkar
> <[email protected]> wrote:
>> My post crossed yours in the mail!  Hope you can manage now.
>>
>> Partho
>>
>> On Tue, Sep 20, 2011 at 4:03 PM, rachel grant <[email protected]> wrote:
>>> Thank you Partho. Thank you all for your patience.
>>> I have now understood that I cannot get Stata to do this and I need to
>>> reconstruct by inserting my co-efficients into the equation. Fine
>>>
>>> Now the problem I have is finding a general equation for ZINB in order
>>> to reconstruct.
>>> Is the general equation for ZINB the same as Poisson? I cannot find
>>> anywhere a general equation for ZINB.
>>> I could use a general log-linear Poisson type equation but would this
>>> be correct? and how do I deal with the inflated part, is this merely a
>>> seperate log-linear eqn, or is it incorporated into th general ZINB
>>> eqn. Thanks, Rachel
>>>
>>> On 19 September 2011 08:13, Partho Sarkar <[email protected]> wrote:
>>>> Hi Rachel
>>>>
>>>> Just to clarify: in order to actually get the "regression equation",
>>>> by which I assume you mean something like
>>>>
>>>> yhat=12.56+2.6*x1+0.34*x2 ,
>>>>
>>>> you do need to reconstruct the equation form the output displayed (as
>>>> exemplified by Anees's results).  You could see this page for an
>>>> example: http://dss.princeton.edu/online_help/analysis/interpreting_regression.htm
>>>> .
>>>>
>>>> With a little more programming effort, this process could be automated
>>>> using e-class macros etc.  (There is very probably a user-written
>>>> program to do this somewhere out there- -estadd- from here
>>>> http://repec.org/bocode/e/estout/ might help partly, and you can
>>>> search the rich REPEC archives).
>>>>
>>>> (In this sense Stata may not be as "user friendly" as Minitab or even
>>>> some more ambitious  other packages, which helpfully report the exact
>>>> "prediction equation" in the form you might want, but then it can do
>>>> so much more besides!)
>>>>
>>>> Hope this helps
>>>>
>>>> Partho
>>>>
>>>>> On Mon, Sep 19, 2011 at 12:34 AM, rachel grant <[email protected]> wrote:
>>>>>>
>>>>>> I have searched the help files but I cannot understand how to get
>>>>>> Stata to display the regression equation.
>>>>>> If anyone is able to help, without referring me to manual, it would be
>>>>>> really appreciated.
>>>>>>
>>>>>> --
>>>>>> regards, Rachel Grant
>>>>>> *
>>>>>> *   For searches and help try:
>>>>>> *   http://www.stata.com/help.cgi?search
>>>>>> *   http://www.stata.com/support/statalist/faq
>>>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>>>
>>>>
>>>> *
>>>> *   For searches and help try:
>>>> *   http://www.stata.com/help.cgi?search
>>>> *   http://www.stata.com/support/statalist/faq
>>>> *   http://www.ats.ucla.edu/stat/stata/
>>>>
>>>
>>>
>>>
>>> --
>>> regards, Rachel
>>>
>>> *
>>> *   For searches and help try:
>>> *   http://www.stata.com/help.cgi?search
>>> *   http://www.stata.com/support/statalist/faq
>>> *   http://www.ats.ucla.edu/stat/stata/
>>>
>>
>

*
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