just a side note for your 4th question. for a small sample, clarke test instead of vuong test might be more appropriate and the calculation is so simple that even excel can handle it :-)
On Sun, Oct 14, 2012 at 12:00 PM, Eiko Fried <tor...@gmail.com> wrote: > I would like to test in R what regression fits my data best. My dependent > variable is a count, and has a lot of zeros. > > And I would need some help to determine what model and family to use > (poisson or quasipoisson, or zero-inflated poisson regression), and how to > test the assumptions. > > 1) Poisson Regression: as far as I understand, the strong assumption is > that dependent variable mean = variance. How do you test this? How close > together do they have to be? Are unconditional or conditional mean and > variance used for this? What do I do if this assumption does not hold? > > 2) I read that if variance is greater than mean we have overdispersion, and > a potential way to deal with this is including more independent variables, > or family=quasipoisson. Does this distribution have any other requirements > or assumptions? What test do I use to see whether 1) or 2) fits better - > simply anova(m1,m2)? > > 3) I also read that negative-binomial distribution can be used when > overdispersion appears. How do I do this in R? What is the difference to > quasipoisson? > > 4) Zero-inflated Poisson Regression: I read that using the vuong test > checks what models fits better. >> vuong (model.poisson, model.zero.poisson) > Is that correct? > > 5) ats.ucla.edu has a section about zero-inflated Poisson Regressions, and > test the zeroinflated model (a) against the standard poisson model (b): >> m.a <- zeroinfl(count ~ child + camper | persons, data = zinb) >> m.b <- glm(count ~ child + camper, family = poisson, data = zinb) >> vuong(m.a, m.b) > I don't understand what the "| persons" part of the first model does, and > why you can compare these models if. I had expected the regression to be > the same and just use a different family. > > Thank you > T > > [[alternative HTML version deleted]] > > ______________________________________________ > 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. -- ============================== WenSui Liu Credit Risk Manager, 53 Bancorp wensui....@53.com 513-295-4370 ______________________________________________ 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.
