[R] opposite estimates from zeroinfl() and hurdle()
Tord Snäll
tord.snall at ekol.slu.se
Fri Oct 23 12:33:10 CEST 2009
Dear all,
A question related to the following has been asked on R-help before, but
I could not find any answer to it. Input will be much appreciated.
I got an unexpected sign of the "slope" parameter associated with a
covariate (diam) using zeroinfl(). It led me to compare the estimates
given by zeroinfl() and hurdle():
The (significant) negative estimate here is surprising, given the
biology of the species:
> summary(zeroinfl(bnl ~ 1| diam, dist = "poisson", data = valdaekar,
EM = TRUE))
Count model coefficients (poisson with log link):
Estimate Std. Error z value Pr(>|z|) (Intercept)
3.74604 0.02635 142.2 <2e-16 ***
Zero-inflation model coefficients (binomial with logit link):
Estimate Std. Error z value Pr(>|z|) (Intercept)
21.7510 7.6525 2.842 0.00448 **
diam -1.1437 0.3941 -2.902 0.00371 **
Number of iterations in BFGS optimization: 1
Log-likelihood: -582.8 on 3 Df
The hurdle model gives the same estimates, but with opposite (and
expected) signs of the parameters:
summary(hurdle(bnl ~ 1| diam, dist = "poisson", data = valdaekar))
Count model coefficients (truncated poisson with log link):
Estimate Std. Error z value Pr(>|z|) (Intercept)
3.74604 0.02635 142.2 <2e-16 ***
Zero hurdle model coefficients (binomial with logit link):
Estimate Std. Error z value Pr(>|z|) (Intercept)
-21.7510 7.6525 -2.842 0.00448 **
diam 1.1437 0.3941 2.902 0.00371 **
---
Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Number of iterations in BFGS optimization: 8
Log-likelihood: -582.8 on 3 Df
Why is this so?
thanks,
Tord
Windows NT, R 2.8.1, pcsl 1.03
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