Negative binomial-logit hurdle regression
hnblogit depvar [varlist] [if exp] [in range] [, offset(varname) exposure(varname) cluster(varname) level(#) from(asis) irr robust nolog maximize_options survey_options]
aweights, fweights, iweights, and pweights are allowed; see help weights.
hnblogit provides access to all maximize options; see help maximize.
hnblogit provides access to all survey options; see help svy.
Description
hnblogit fits a negative binomial-logit maximum-likelihood hurdle model of depvar on indepvars, where depvar is a non-negative count variable.
hnblogit acccepts all of the help maximize options, the constraint() option, and all survey options and capabilities documented in [SVY]; including multi-level surveys; poststratification; and BRR, jackknife, and linearization VCE estimators.
This program uses ml lf method.
Options
+-------+ ----+ Model +------------------------------------------------------------
offset(varname) specifies a varname in model with coefficient constrained to 1.
exposure(varname) specifies a ln(varname) in model with coefficient constrained to 1.
constraints(constraints) apply specified linear constraints.
+-----------+ ----+ SE/Robust +--------------------------------------------------------
cluster(varname)
robust specifies that the Huber/White/sandwich estimator of variance is to be used in place of the traditional calculation. robust combined with cluster() allows observations which are not independent within cluster (although they must be independent between clusters). If you specify pweights, robust is implied.
vce(options) allowed. vce() supports robust, opg, and native. vce does not support options bootstrap or jacknife, However, hnblogit does support the bootstrap and jacknife commands, so these modeling capabilities are allowed.
+-----------+ ----+ Reporting +-------------------------------------------------------- level(#) specifies the confidence level, in percent, for confidence intervals of the coefficients; see help level.
nolog suppresses the iteration log.
+-------------+ ----+ max options +------------------------------------------------------
maximize_options: technique(algorithm_spec), [no]log, trace, hessian, gradient, showstep, shownrtolerance, difficult, iterate(#), tolerance(#), ltolerance(#), gtolerance(#), nrtolerance(#), nonrtolerance, from(init_specs); see maximize.
+-------------+ ----+ svy options +------------------------------------------------------
survey_options are all available. See help svy
Author and support
Joseph Hilbe, Arizona State University: jhilbe@aol.com
Remarks
hnblogit is a user authored program. Support is by author. hnblogit is one of a suite of hurdle programs created by the author. 2Oct2005
hnblogit requires a response with counts including a number of 0's. irr for binary model.
Examples
. hnblogit accident co_70_74 co_75_79 op_75_79, nolog exposure(service)
. hnblogit accident co_70_74 co_75_79 op_75_79, nolog exposure(service) cluster(ship)
. bootstrap: hnblogit accident co_70_74 co_75_79 op_75_79, nolog exposure(service)