[R-sig-eco] hurdle model

[Gavin Simpson]

On Thu, 2010-08-19 at 10:30 +0200, Yingjie Zhang wrote:
> I'd like to try the same way to my dataset, hurdle but estimated by
> 'quasi-likelihood', but it's not in the standard 'pscl' package I
> think, right?

Please keep discussion on list; just because I replied doesn't give you
a direct line to my inbox...

Why would you want a quasi-likelihood when you could have the real
thing? Seriously, if there is no likelihood you can't do likelihood
ratio tests, compare models using AIC/BIC etc.

Just use hurdle() if it fits the form of model you are after. don't
worry about likelihoods, quasi or otherwise. Check you are happy with
the range of models you could fit with hurdle() and use it. If you
aren't happy then you'd need to look elsewhere, but don't get hung up on
the quasi-likelihood bit.

My Tuppence,

G

> 
> 
> On 19 Aug 2010, at 10:17, Gavin Simpson wrote:
> 
> > On Thu, 2010-08-19 at 09:52 +0200, Yingjie Zhang wrote:
> >> Hello everyone,
> >> 
> >> Does anyone of you using hurdle model? I am reading a paper which said
> >> " Hurdle model removes effect of zero-inflation and over-dispersion in
> >> the non-zero observations using a quasi-likelihood", I've checked the
> >> help file from hurdle in R, which said differently that"for non-zero
> >> obs normally a truncated poisson/NB is used" ... just want to make
> >> sure, does it really estimated the parameter by "quasi-likelihood"
> >> 
> >> Thanks,
> >> Yingjie Zhang
> >> Biostatistician
> > 
> > The authors of that paper might have fitted their hurdle model using a
> > quasi likelihood but that is not, AFAICT, what is used in the hurdle()
> > function in package 'pscl', which maximises a proper log likelihood.
> > 
> > But hard to say from what you have provided.
> > 
> > G
> > -- 
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> > Dr. Gavin Simpson             [t] +44 (0)20 7679 0522
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> 

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 Dr. Gavin Simpson             [t] +44 (0)20 7679 0522
 ECRC, UCL Geography,          [f] +44 (0)20 7679 0565
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