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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
5056 2
2015-02-13
不知道有没有热心人可以指点一二,多谢赐教: )


I'm attempting to use zero-inflated or hurdle model to predict 1) the prob. of hours on care-giving >0 and 2) the amount of hours of care, if hrs>0. Here comes the problem.


1. When using command zinb with inflate(), it doesn't converge. I guess this could be due to not enough zeros in my data. So I changed to hurdle model using hnblogit. But this command wouldn't allow me to have factor variables. Is there anyone know about any alternative command/model? What's the actual difference between these two model? I'm also confused on the distinction between a general hurdle model and a double-hurdle model.

2. When adding more zero case in my data, my zero-inflated model converge. Using the margins command after zinb with inflate(), I obtained means at (variable =(0 1)). But I'm not quite sure whether this margin is derived from zinb part of the model, the inflate() part or both?

Your comments are highly appreciated!
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2015-2-13 21:53:21
They differs in the sense that the Hurdle model(Mullahy,1986) allows that the zero and positive observations be generated by different mechanisms. However, both models are for obs contaminated by individuals having 0. As you said, you don't have enough zeros, then maybe they are not good models to choose from. Hope this helps.
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2015-2-13 22:02:22
sweet91 发表于 2015-2-13 21:53
They differs in the sense that the Hurdle model(Mullahy,1986) allows that the zero and positive obse ...
多谢美眉的科普
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