[R] Panel regression for zero-inflated count data with over-dispersion?

David Atkins datkins at u.washington.edu
Fri Aug 13 18:47:46 CEST 2010


Steffen--

You might want to take a look at the MCMCglmm package by Jarrod 
Hadfield.  It can run a zero-inflated overdispersed Poisson model with 
random-effects.  (I realize you asked about a fixed-effects model, but 
MCMCglmm ought to functionally give you what you want -- an appropriate 
model for the marginal distribution of counts that also controls for 
correlated groups.)

Hope that helps.

cheers, Dave

On Fri, 13 Aug 2010, Steffen Krutzinna wrote:

 > Hi,
 > my first email, I hope I don't violate any rules.
 > I want to run a panel (cross-section-time-series) regression with
 > fixed effects. I have count data (patent citations) so a Poisson
 > distribution applies. But I also want to control for over-dispersion
 > and and excess zeros. I think I read all manuals of potentially
 > helpful packages but I could not find a way to realise this. The
 > closest I got was a fixed effects poisson regression using Yves
 > Croissant's pglm package (panel generalized linear model). But
 > over-dispersion and excess zeros are still neglected. Does anyone know
 > a feasible way to run such a regression on R?

You can run a standard (i.e., cross-sectional) regression model and
include a fixed effect (i.e., a factor indicating "id"). This is provided
by zeroinfl() in the "pscl" package, see also the accompanying paper in
the Journal of Statistical Software. Depending on how strong the
autoregressive effects are, this might be a useful model.

There are a few other packages around which provide functionality for
count data (see, among others, the "SocialSciences" and "Econometrics"
task views on CRAN). But I don't think there is a dedicated package for
panel analysis with overdispersion and excess zeros. (At least none that I
know of.)

hth,
Z

 > Thanks a lot in advance and thanks to all the help I got in the last
 > years by reading the archived mailing lists.
 >
 > Steffen Krutzinna
 > (Student @ Uni. Essex)
 >
 > ______________________________________________
 > R-help at 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.
 >


-- 
Dave Atkins, PhD
Research Associate Professor
Department of Psychiatry and Behavioral Science
University of Washington
datkins at u.washington.edu

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