[Limdep Nlogit List] Calculating predicted values from zero inflated model

[Wells, Aaron]

Thank you for the assistance.  I ran the following to estimate the
predictions:

CREATE; preds=lgp(zaptau'x2)*exp(b'x1)$  - this resulted in values that
averaged 7 times the predicted values.  



-----Original Message-----
From: limdep-bounces at limdep.itls.usyd.edu.au
[mailto:limdep-bounces at limdep.itls.usyd.edu.au] On Behalf Of William
Greene
Sent: Friday, August 24, 2007 2:53 PM
To: Limdep and Nlogit Mailing List
Subject: Re: [Limdep Nlogit List] Calculating predicted values from zero
inflated model

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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