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st: 2-part random effects GLM
From
Jeph Herrin <[email protected]>
To
[email protected]
Subject
st: 2-part random effects GLM
Date
Mon, 07 Jan 2013 13:47:11 -0500
All,
I am interested in estimating a 2-part random effects GLM model. I'm new
to 2-part models, and unfortunately "2-part" is an ambigious search
term, so none of the usual search tools have been helpful. However, I
did find the package -tpm- on SSC which estimates a 2-part GLM model,
but before I start trying to see what I can infer from the source code
that might extend to say -gllamm-, I thought I would ask the list if
anyone else has information, or even a better search term, for 2-part
random effects GLM models.
Some additional context might be helpful. My particular situation is
that an economist colleague handed me a paper:
Liu, Lei & Strawderman, Robert L. & Cowen, Mark E. & Shih, Ya-Chen T.,
2010. "A flexible two-part random effects model for correlated medical
costs," Journal of Health Economics, Elsevier, vol. 29(1), pages
110-123, January.
( http://ideas.repec.org/a/eee/jhecon/v29y2010i1p110-123.html )
and pointed out it was just the thing for a problem we'd been working
on. The paper includes SAS code using NLMIXED (wherein I discovered that
NLMIXED allows one to write one's own likelihood function) - and what
I'm trying to avoid is moving this project to SAS for want of a model.
In sum - is there a better (more specific) name for 2-part models, or
any implementation in Stata other than the -tpm- package?
thanks,
Jeph
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