Hi,
I am trying to replicate Lambert (1992)'s simulation with zero-inflated
Poisson models. The citation is here:
@article{lambert1992zero,
Author = {Lambert, D.},
Journal = {Technometrics},
Pages = {1--14},
Publisher = {JSTOR},
Title = {Zero-inflated {P}oisson regression, with an application to defects
in manufacturing},
Year = {1992}}
Specifically I am trying to recreate Table 2. But my estimates for Gamma
are not working out. Any ideas why? Please cc me on a reply!
Thanks,
Chris
## ZIP simulations based on Lambert (1992)'s conditions
# Empty workspace
rm(list=ls())
# Load zero-inflation package
library(pscl)
# Simulation conditions #3
NumSimulations=2000
X=seq(from=0,to=1,length.out=N)
Model.Matrix=cbind(rep(1,length(X)),X)
Gamma=c(-1.5,2)
Beta=c(1.5,-2)
P=exp(Model.Matrix%*%Gamma)/exp(1+Model.Matrix%*%Gamma)
Lambda=exp(Model.Matrix%*%Beta)
CoefSimulations=matrix(nrow=NumSimulations,ncol=2*dim(Model.Matrix)[2])
for(i in 1 : NumSimulations){
Lambda.Draw=rpois(N,Lambda)
U=runif(N)
Y=ifelse(U<=P,0,Lambda.Draw)
CoefSimulations[i,]=coef(zeroinfl(Y~X|X))
}
# What were the estimates?
colMeans(CoefSimulations) # My gamma estimates aren't even close ...
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