[R] are hurdle logit-poisson model and posson model nested?

[Achim Zeileis]

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.
>
>