[R] opposite estimates from zeroinfl() and hurdle()
Michael Dewey
info at aghmed.fsnet.co.uk
Sat Oct 24 15:16:13 CEST 2009
At 12:36 23/10/2009, Tord Snäll wrote:
>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.
The vignette explains this, and much more. I
found it extremely instructive both for its
intended purpose, count data, and for general
tips about manipulating several models and comparing them.
>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
>
>--
>
>Tord Snäll
>Department of Ecology / Swedish Species Information Centre
>Swedish University of Agricultural Sciences (SLU)
>P.O. 7044, SE-750 07 Uppsala, Sweden
>Office/Mobile/Fax
>+46-18-672612/+46-76-7662612/+46-18-673537
>www.ekol.slu.se/staff_tordsnall
>www.artdata.slu.se/personal/fototsn.asp
>
>
Michael Dewey
http://www.aghmed.fsnet.co.uk
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