help ztpflex
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Title

ztpflex -- Zero-truncated Poisson mixture regression

Syntax

ztpflex depvar [indepvars] [if] [in] [, options]

where depvar has to be a strictly postive outcome.

options Description ------------------------------------------------------------------------- irr report incidence-rate ratios nonadaptive use standard Gauss-Hermite quadrature; default is adaptive quadrature intpoints(#) choose the number of quadrature points used for the approximation; default is intpoints(30) noconstant suppress constant term vce(vcetype) vcetype may be oim, robust, cluster clustvar, or opg vuong perform Vuong test of ztpflex versus ztnbp maximize_options control the maximization process; see [R] maximize ------------------------------------------------------------------------- bootstrap and jackknife are allowed; see prefix.

Description

ztpflex fits a zero-truncated Poisson model with a more flexible mixing distribution than ztpnm. The integral is approximated using adaptive Gauss-Hermite quadrature. Generally, a higher number of quadrature points leads to a more accurate approximation, but it takes longer to converge. It is highly recommended to check the sensitivity of the results; see [XT] quadchk.

ztpflex, nonadaptive uses standard Gauss-Hermite quadrature. Generally, this method is less accurate even if the number of quadrature points is high.

This program uses ml lf method.

Options

irr reports incidence-rate ratios.

nonadaptive uses standard Gauss-Hermite quadrature; the default is adaptive quadrature.

intpoints(#) chooses the number of points used for the approximation. The default is intpoints(30). The maximum is 195. Generally, a higher number of points leads to a more accurate approximation, but it takes longer to converge. It is highly recommended to check the sensitivity of the results.

noconstant suppresses the constant term (intercept) in the model.

vce(vcetype) specifies the type of standard error reported, which includes types that are derived from asymptotic theory, that are robust to some kinds of misspecification, and that allow for intragroup correlation; see [R] vce_option.

vuong performs a Vuong test of ztpflex versus ztnbp.

maximize_options: difficult, technique(algorithm_spec), iterate(#), [no]log, trace, gradient, showstep, hessian, showtolerance, tolerance(#), ltolerance(#), nrtolerance(#), nonrtolerance, and from(init_specs); see [R] maximize. These options are seldom used.

difficult is the default.

Remarks for quadcheck

See Remarks in [XT] quadchk.

Author

Helmut Farbmacher Munich Center for the Economics of Aging (MEA) Max Planck Society, Germany farbmacher@mea.mpisoc.mpg.de

Reference

Farbmacher, H. 2012: Extensions of hurdle models for overdispersed count data, Health Economics, forthcoming.

Help: [R] ztp, [R] ztpnm, [R] ztnbp