[Limdep Nlogit List] Calculating predicted values from zero inflated model
William Greene
wgreene at stern.nyu.edu
Sat Aug 25 05:52:49 EST 2007
Mr. Wells. The predictions from the ZIP model are
F(alpha'x2) * exp(beta'x)
where alpha is the coefficient vector in the inflation equation,
F is the logit cdf, beta is the coefficient vector in the Poisson
model. This will not resemble b'x.
/Bill Greene
************************************************
Professor William Greene
Department of Economics
Stern School of Business
New York University
44 West 4th St., Rm. 7-78
New York, NY 10012
Ph. 212.998.0876
Fax. 212.995.4218
URL. http://www.stern.nyu.edu/~wgreene
Email. wgreene at stern.nyu.edu
************************************************
----- Original Message -----
From: "Wells, Aaron" <Aaron.Wells at healthways.com>
Date: Friday, August 24, 2007 1:27 pm
Subject: [Limdep Nlogit List] Calculating predicted values from zero inflated model
> All,
>
> I am wondering if anyone has code to share on recreating the predicted
> values from a zero inflated model with an independent logit model for
> the zero values. The code below yields rather flat predicted values
> (referring to values in "preds" var) that are not equal to those
> generated by Limdep (referring to values in "pred_tru").
>
> Thank you,
>
> Aaron
>
>
> namelist; x =
> ONE,AGE,GENDER2,PRED_RI1,EE0_2,EE0_3,EE0_4,EE0_5,EE0_7,EE0_8,EE0_9,BU_2,
> BU_3,BU_4,BU_5,BU_6,BU_7$
> NEGBIN;
> Lhs = abs_trun;
> Rhs = x;
> ZIP;
> Rh2 = ONE,AGE,GENDER2,PRED_RI1;
> Keep = pred_tru;
> Res = res_tru;
> Fill$
>
> CREATE; preds=b'x$
>
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