Tord Snäll-4 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.
>
> 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():
> [snip]
>
The right thing to do in this case is to poke through the code of hurdle()
and zeroinfl(), but a simple (?) demonstration shows that hurdle()
and zeroinfl() are indeed reporting opposite values :
hurdle reports -log(p/(1-p)) = -qlogis(p), where p is the probability
of a zero count:
z = rpois(500,lambda=3)
z = (z[z>0])[1:90]
z = c(z,rep(0,10))
hurdle(z~1) ##
-qlogis(0.1)
## zero coefficient always == -qlogis(0.1)
zeroinfl reports log(p/(1-p)), where p is the
zero-inflation:
z = rpois(90,lambda=3)
z = c(z,rep(0,10))
zeroinfl(z~1) ##
qlogis(0.1)
tmpf = function() {
z = rpois(90,lambda=3)
z = c(z,rep(0,10))
coef(zeroinfl(z~1))[2]
}
rr = replicate(1000,tmpf())
hist(rr,breaks=1000)
summary(rr)
qlogis(0.1)
Perhaps it would be worth sending an e-mail to the
package maintainers to request a note to this effect in
the documentation, particularly if this a FAQ ...
--
View this message in context:
http://www.nabble.com/opposite-estimates-from-zeroinfl%28%29-and-hurdle%28%29-tp26024735p26029131.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
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.
