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st: Model fit-statistic for zero-inflated negative binomial models


From   Neeraj Iyer <[email protected]>
To   statalist <[email protected]>
Subject   st: Model fit-statistic for zero-inflated negative binomial models
Date   Wed, 5 Jun 2013 12:54:17 -0400

Hello STATA-listers,

I am using zero-inflated negative binomial models to estimate
incremental health care expenditures (dependent variable) which have
several zeros.  From the STATA output obtained, which among the
following tests must be used to assess model fit?

1) The LR chi2 test
2) The Vuong test
3) Some other fit-statistic that I have to code separately for

Any insight would be great.  Thanks in advance.

Regards,
Neeraj
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