Wensui Liu
2007-Sep-16 01:44 UTC
[R] are hurdle logit-poisson model and posson model nested?
Dear Listers, I have a general statistical question. Are hurdle logit-poisson model and posson model nested? Thank you so much?
Wensui Liu wrote:> > Dear Listers, > I have a general statistical question. Are hurdle logit-poisson model > and posson model nested? >You might have to give us a little more detail. On first glance, my impression is that the Poisson model is _not_ nested in the hurdle-Poisson, because the latter is truncated; what parameter(s) would you set to a fixed value to get a regular Poisson? (This is not true, on the other hand, of a zero-inflated Poisson, where you could set the zero-inflation parameter to zero to get a Poisson.) [On the other hand, you would still have a parameter on the boundary of its feasible space, which would make inference via LRT questionable.) good luck Ben Bolker -- View this message in context: http://www.nabble.com/are-hurdle-logit-poisson-model-and-posson-model-nested--tf4449782.html#a12745585 Sent from the R help mailing list archive at Nabble.com.
Achim Zeileis
2007-Sep-24 08:04 UTC
[R] are hurdle logit-poisson model and posson model nested?
On Sat, 15 Sep 2007, Wensui Liu wrote:> Dear Listers, > I have a general statistical question. Are hurdle logit-poisson model > and posson model nested?No, I don't think so. The logit hurdle is equivalent to a geometric hurdle (i.e., logit and right-censored geometric distribution imply the same likelihood and thus the same estimates), so a hurdle logit-geometric model is nested withing a geometric model. If you want a model nested in poisson, you can use a hurdle poisson-poisson model, i.e., a right-censored poisson for the zero hurdle and a left-truncated poisson for the counts. A test for presence of the hurdle is then a test that all parameters are equal. The hurdle() function in "pscl" can fit these models and hurdletest() can test for the presence of the hurdle (given that the same distribution has been used for the zero hurdle and the counts). Best, Z> Thank you so much? > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > >