Re: st: Mixed effects model with zero-inflated negative binomial outcome for repeated measures data

[W Robert Long <W.R.Long@leeds.ac.uk>]

Thank you.

I did, however, have the impression that -gllamm- does not support the 
negative binomial distribution ?

I have looked through the http://www.gllamm.org/examples.html page and I 
didn't see any mention of zero-inflation. I also looked through the 
review article 
http://www.bristol.ac.uk/cmm/learning/mmsoftware/reviewgllamm.pdf and 
didn't find it mentioned there either.....

Do you have any reference, or other information, about the possible 
collinearity problem ?  I assume this refers to correlation of random 
effects in the binomial probabilities part and the mixture-model part ? 
It would, of course, be ideal if it were possible to fix one of these 
REs to zero, and/or the correlation to zero, but to allow the model to 
estimate this correlation would also be OK !

Thanks again.

Robert Long


On 13/01/2013 00:05, JVerkuilen (Gmail) wrote:
> On Sat, Jan 12, 2013 at 1:43 PM, W Robert Long <W.R.Long@leeds.ac.uk> wrote:
>
> > Is it possible to fit this kind of model in Stata ? If so, could you provide
> > some pointers ?
> I believe you could specify such a model in -gllamm- and seem to
> recall that one of the examples on the web page compare Poisson, NB,
> ZIP and ZINB, but if you look at http://www.gllamm.org/examples.html
> the examples are there for you.
>
> That said, I suspect that a ZINB with mixed effects would be a pretty
> tough model to estimate well in nearly any package given that the NB
> overdispersion parameter, overdispersion created by zero inflation,
> and overdispersion created by clustering are all likely to be highly
> collinear.
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