Seyed Reza Jafarzadeh
2005-Mar-03 09:56 UTC
[R] Negative binomial regression for count data
Dear list, I would like to fit a negative binomial regression model as described in "Byers AL, Allore H, Gill TM, Peduzzi PN., Application of negative binomial modeling for discrete outcomes: a case study in aging research. J Clin Epidemiol. 2003 Jun;56(6):559-64" to my data in which the response is count data. There are also 10 predictors that are count data, and I have also 3 categorical and 2 continious predictors. There is overdispersion in the distribution of the response variable (mean=2.8, variance=28) as well as in predictors, and there are a lot of zero's (zero-inflated). The authors of that paper used PROC GENMOD in SAS 8.1. I wonder which of the following packages and tests to use in R to acheive such model for my analysis. Is there any tutorial available? anova.negbin Likelihood Ratio Tests for Negative Binomial GLMs glm.convert Change a Negative Binomial fit to a GLM fit glm.nb Fit a Negative Binomial Generalized Linear Model negative.binomial Family function for Negative Binomial GLMs rnegbin Simulate Negative Binomial Variates theta.md Estimate theta of the Negative Binomial gam.neg.bin GAMs with the negative binomial distribution dnb2 Density for negative binomial, used in mmlcr theta.mmmod Estimate theta of the Negative Binomial by Moments NegBinomial The Negative Binomial Distribution ezinb The expected value of the censored zero-inflated negative binomial model Thanks, Reza [[alternative HTML version deleted]]
Hi, I do not know the article. Notice that an excess of zeroes can lead to (spurious) overdispersion in data, therefore you should decide whether assuming a zip ( zero excess coming from a "mixture") or a negBin (zero execess due to overdispersion) model. Of course some likelihood based criteria (eg AIC) could be of help for you However it is possible (at least in principle) to account for both extra zeros and overdispersion as well. S. Jackman has written code to fit zip or zinb regression models http://pscl.stanford.edu/zeroinfl.r You should modify the code if you want to assume different "linear predictors" in the logit (zero vs non/zero) and count part Hope this helps, vito Seyed Reza Jafarzadeh wrote:> Dear list, > > I would like to fit a negative binomial regression model as described in "Byers AL, Allore H, Gill TM, Peduzzi PN., Application of negative binomial modeling for discrete outcomes: a case study in aging research. J Clin Epidemiol. 2003 Jun;56(6):559-64" to my data in which the response is count data. There are also 10 predictors that are count data, and I have also 3 categorical and 2 continious predictors. There is overdispersion in the distribution of the response variable (mean=2.8, variance=28) as well as in predictors, and there are a lot of zero's (zero-inflated). > The authors of that paper used PROC GENMOD in SAS 8.1. I wonder which of the following packages and tests to use in R to acheive such model for my analysis. Is there any tutorial available? > > > anova.negbin > Likelihood Ratio Tests for Negative Binomial GLMs > glm.convert > Change a Negative Binomial fit to a GLM fit > glm.nb > Fit a Negative Binomial Generalized Linear Model > negative.binomial > Family function for Negative Binomial GLMs > rnegbin > Simulate Negative Binomial Variates > theta.md > Estimate theta of the Negative Binomial > gam.neg.bin > GAMs with the negative binomial distribution > dnb2 > Density for negative binomial, used in mmlcr > theta.mmmod > Estimate theta of the Negative Binomial by Moments > NegBinomial > The Negative Binomial Distribution > ezinb > The expected value of the censored zero-inflated negative binomial model > > > > Thanks, > > Reza > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html >-- ===================================Vito M.R. Muggeo Dip.to Sc Statist e Matem `Vianelli' Universit? di Palermo viale delle Scienze, edificio 13 90121 Palermo - ITALY tel: 091 6626240 fax: 091 485726/485612