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

______________________________________________
R-help@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.

Reply via email to