zeroinfl {pscl} | R Documentation |
Fit zero-inflated regression models for count data via maximum likelihood.
zeroinfl(formula, data, subset, na.action, dist = c("poisson", "negbin", "geometric"), link = c("logit", "probit", "cloglog", "cauchit", "log"), control = zeroinfl.control(...), model = TRUE, y = TRUE, x = FALSE, ...)
formula |
symbolic description of the model, see details. |
data, subset, na.action |
arguments controlling formula processing
via model.frame . |
dist |
character specification of count model family (a log link is always used). |
link |
character specification of link function in the binary zero-inflation model (a binomial family is always used). |
control |
a list of control arguments specified via
zeroinfl.control . |
model, y, x |
logicals. If TRUE the corresponding components
of the fit (model frame, response, model matrix) are returned. |
... |
arguments passed to zeroinfl.control in the
default setup. |
Zero-inflated count models are two-component mixture models combining a point mass at zero with a proper count distribution. Thus, there are two sources of zeros: zeros may come from both the point mass and from the count component. Usually the count model is a poisson or negative binomial regression (with log link). The geometric distribution is a special case of the negative binomial with size parameter equal to 1. For modeling the unobserved state (zero vs. count), a binary model is used: in the simplest case only with an intercept but potentially containing regressors. For this zero-inflation model, a binomial model with different links can be used, typically logit or probit.
The formula
mainly describes the count data model, i.e., y ~ x1 + x2
specifies a count data regression where all zero counts have the same
probability of belonging to the zero component. This is equivalent to the
model y ~ x1 + x2 | 1
, making it more explicit that the zero-inflation
model only has an intercept. Additionally, further regressors can be added
to the zero-inflation model so that not all zeros have the same probability
for belonging to the point mass component or to the count component. A typical
formula is y ~ x1 + x2 | z1 + z2
. The regressors in the zero and
the count component can be overlapping (or identical).
All parameters are estimated by maximum likelihood using optim
,
with control options set in zeroinfl.control
.
Starting values can be supplied, estimated by the EM (expectation maximization)
algorithm, or by glm.fit
(the default). The latter corresponds
to the first iteration of the EM algorithm and initializes the unobserved state
as y > 0
, i.e., all zeros are in the perfect component and only the non-zero
counts in the count component. Standard errors are derived numerically using
the Hessian matrix returned by optim
. See
zeroinfl.control
for details.
The returned fitted model object is of class "zeroinfl"
and is similar
to fitted "glm"
objects. For elements such as "coefficients"
or
"terms"
a list is returned with elements for the zero and count component,
respectively. For details see below.
A set of standard extractor functions for fitted model objects is available for
objects of class "zeroinfl"
, including methods to the generic functions
print
, summary
, coef
,
vcov
, logLik
, residuals
,
predict
, fitted
, terms
,
model.matrix
. See predict.zeroinfl
for more details
on all methods.
An object of class "zeroinfl"
, i.e., a list with components including
coefficients |
a list with elements "count" and "zero"
containing the coefficients from the respective models, |
residuals |
a vector of raw residuals (observed - fitted), |
fitted.values |
a vector of fitted means, |
optim |
a list with the output from the optim call for
minimizing the negative log-likelihood, |
control |
the control arguments passed to the optim call, |
start |
the starting values for the parameters passed to the optim call, |
n |
number of observations, |
df.null |
residual degrees of freedom for the null model (= n - 2 ), |
df.residual |
residual degrees of freedom for fitted model, |
terms |
a list with elements "count" , "zero" and
"full" containing the terms objects for the respective models, |
theta |
estimate of the additional theta parameter of the negative binomial model (if a negative binomial regression is used), |
SE.logtheta |
standard error for log(theta), |
loglik |
log-likelihood of the fitted model, |
vcov |
covariance matrix of all coefficients in the model (derived from the
Hessian of the optim output), |
dist |
character string describing the count distribution used, |
link |
character string describing the link of the zero-inflation model, |
linkinv |
the inverse link function corresponding to link , |
converged |
logical indicating successful convergence of optim , |
call |
the original function call, |
formula |
the original formula, |
levels |
levels of the categorical regressors, |
contrasts |
a list with elements "count" and "zero"
containing the contrasts corresponding to levels from the
respective models, |
model |
the full model frame (if model = TRUE ), |
y |
the response count vector (if y = TRUE ), |
x |
a list with elements "count" and "zero"
containing the model matrices from the respective models
(if x = TRUE ), |
Achim Zeileis <Achim.Zeileis@R-project.org>
Cameron, A. Colin and Pravin K. Trevedi. 1998. Regression Analysis of Count Data. New York: Cambridge University Press.
Cameron, A. Colin and Pravin K. Trivedi. 2005. Microeconometrics: Methods and Applications. Cambridge: Cambridge University Press.
Lambert, Diane. 1992. "Zero-Inflated Poisson Regression, with an Application to Defects in Manufacturing." Technometrics.V34(1):1-14
zeroinfl.control
, glm
,
glm.fit
, glm.nb
,
hurdle
## from Long (1997) data("bioChemists", package = "pscl") ## without inflation ## ("art ~ ." is "art ~ fem + mar + kid5 + phd + ment") fm_pois <- glm(art ~ ., data = bioChemists, family = poisson) fm_qpois <- glm(art ~ ., data = bioChemists, family = quasipoisson) fm_nb <- glm.nb(art ~ ., data = bioChemists) ## with simple inflation ## (no regressors for 0 component) fm_zip <- zeroinfl(art ~ ., data = bioChemists) fm_zinb <- zeroinfl(art ~ ., data = bioChemists, dist = "negbin", EM = TRUE) ## inflation with regressors (choose starting values by EM) ## ("art ~ . | ." is "art ~ fem + mar + kid5 + phd + ment | fem + mar + kid5 + phd + ment") fm_zip2 <- zeroinfl(art ~ . | ., data = bioChemists, EM = TRUE) fm_zinb2 <- zeroinfl(art ~ . | ., data = bioChemists, dist = "negbin", EM = TRUE)