An analysis that may complement an analysis
of the "hurdle" model is a
TOBIT regression, (this can be set up in SPLUS)
or a "Two Part Model" (
Duan N, Manning WG Jr, Morris CN, Newhouse JP. Choosing between the
sample selection model and the multi-part model. Journal
of Business and Economic Statistics. 1984 July; 2(3):283-289.
Duan N. Smearing estimate: A nonparametric retransformation method.
J. of the American Statistical Assc. 1983 Sept; 78:605-610.
Duan N, Manning WG Jr, Morris CN, Newhouse JP. A comparison of alternative
models for the demand for medical care. Journal of
Business and Economic Statistics. 1983 Apr; 1(2):115-126.)
I recall the HMISC() library has a smearing function.
Subject: Re: hurdle or two-step models
Date: Fri, 26 Mar 2004 15:06:55 -0400
From: "Smith, Stephen" <SmithSJ@mar.dfo-mpo.gc.ca>
To: "'Andrew Robinson'" <andrewr@uidaho.edu>, jadhavpr@vcu.edu,
s-news@wubios.wustl.edu, Bill Shipley
<bill.shipley@usherbrooke.ca>
You could also check out the following papers:
@ARTICLE{Stefansson96,
author = "Gunnar Stef\'{a}nsson",
title = "Analysis of groundfish
survey abundance data: combining
the GLM and delta approaches",
journal = "ICES Journal of Marine
Science",
year = "1996",
volume = "53",
pages = "577--588"
}
@ARTICLE{Waiwoodetal91,
author = "K. G. Waiwood and S. J. Smith and M. R. Petersen",
title = "{Feeding of cod ({\it Gadus morhua}) at low
temperatures}",
journal = "Canadian Journal of Fisheries and Aquatic
Science",
year = "1991",
volume = "48",
pages = "824--831"
Stephen Smith
-----Original Message-----
From: Andrew Robinson [mailto:andrewr@uidaho.edu]
Sent: March 26, 2004 1:44 PM
To: jadhavpr@vcu.edu; s-news@wubios.wustl.edu; Bill Shipley
Subject: [S] hurdle or two-step models
Off-list requests have suggested that more details might be useful.
The hurdle or two-step models are based on the following approach:
Step 1 (the hurdle): divide the response variable into two classes: 0 and
non-zero. Predict the probability of 0 using a glm or glmm.
Step 2: analyze only the non-zero data using whatever model is appropriate
opr
necessary.
See e.g. Ferguson, D. E., A. R. Stage, and R. J. Boyd. 1986.
Predicting
regeneration in the grand fir-cedar-hemlock ecosystem of the northern Rocky
Mountains. Forest Science Monograph 1986, No 26.
Other tools, such as ZIP (zero-inflated Poisson) etc. might also be
appropriate.
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