I have sought consultation online and in person, to no avail. I hope someone
on here might have some insight. Any feedback would be most welcome.
I am attempting to plot predicted values from a two-component hurdle model
(logistic [suicide attempt yes/no] and negative binomial count [number of
attempts thereafter]). To do so, I estimated each component separately using
glm (MASS). While I am able to reproduce hurdle results for the logit
portion in glm, estimates for the negative binomial count component are
different.
Call:
hurdle(formula = Suicide. ~ Age + gender + Victimization * FamilySupport |
Age + gender + Victimization * FamilySupport, dist = "negbin", link =
"logit")
Pearson residuals:
? ? Min? ? ? 1Q? Median? ? ? 3Q? ???Max
-0.9816 -0.5187 -0.4094? 0.2974? 5.8820
Count model coefficients (truncated negbin with log link):
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Estimate Std. Error z value
Pr(>|z|)???
(Intercept)? ? ? ? ? ? ? ? ? ? ? ? ? -0.29150? ? 0.33127? -0.880???0.3789???
Age? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? 0.17068? ? 0.07556???2.259???0.0239
*
gender? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ???0.28273? ? 0.31614???0.894???0.3712???
Victimization? ? ? ? ? ? ? ? ? ? ? ???1.08405? ? 0.18157???5.971 2.36e-09
***
FamilySupport? ? ? ? ? ? ? ? ? ? ? 0.33629? ? 0.29302???1.148???0.2511???
Victimization:FamilySupport -0.96831? ? 0.46841? -2.067???0.0387 *
Log(theta)? ? ? ? ? ? ? ? ? ? ? ? ? ? 0.12245? ? 0.54102???0.226???0.8209???
Zero hurdle model coefficients (binomial with logit link):
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ???Estimate Std. Error z value
Pr(>|z|)???
(Intercept)? ? ? ? ? ? ? ? ? ? ? ? ???-0.547051???0.215981? -2.533? 0.01131
*
Age? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ???-0.154493???0.063994? -2.414
0.01577 *
gender? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ???-0.030942???0.284868? -0.109? 0.91350? ???
Victimization? ? ? ? ? ? ? ? ? ? ? ? ? 1.073956???0.338015???3.177? 0.00149
**
FamilySupport? ? ? ? ? ? ? ? ? ? ???-0.380360???0.247530? -1.537? 0.12439???
Victimization\:FamilySupport? -0.813329???0.399905? -2.034? 0.04197 *
---
Signif. codes:? 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
Theta: count = 1.1303
Number of iterations in BFGS optimization: 23
Log-likelihood: -374.3 on 25 Df
Call:
glm(formula = SuicideBinary ~ Age + gender = Victimization * FamilySupport,
family = "binomial")
Deviance Residuals:
? ? Min? ? ???1Q???Median? ? ???3Q? ? ? Max
-1.9948? -0.8470? -0.6686???1.1160???2.0805
Coefficients:
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ???Estimate Std. Error z value
Pr(>|z|)???
(Intercept)? ? ? ? ? ? ? ? ? ? ? ? ? -0.547051???0.215981? -2.533? 0.01131 *
Age? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? -0.154493???0.063994? -2.414? 0.01577
*
gender? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? -0.030942???0.284868? -0.109? 0.91350???
Victimization? ? ? ? ? ? ? ? ? ? ? ???1.073956???0.338014???3.177? 0.00149
**
FamilySupport? ? ? ? ? ? ? ? ? ? ? -0.380360???0.247530? -1.537? 0.12439???
Victimization:FamilySupport? -0.813329???0.399904? -2.034? 0.04197 *
---
Signif. codes:? 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
(Dispersion parameter for binomial family taken to be 1)
? ? Null deviance: 452.54? on 359? degrees of freedom
Residual deviance: 408.24? on 348? degrees of freedom
? (52 observations deleted due to missingness)
AIC: 432.24
Number of Fisher Scoring iterations: 4
Call:
glm(formula = NegBinSuicide ~ Age + gender + Victimization * FamilySupport,
family = negative.binomial(theta = 1.1303))
Deviance Residuals:
? ? Min? ? ???1Q???Median? ? ???3Q? ? ? Max
-1.6393? -0.4504? -0.1679???0.2350???2.1676
Coefficients:
? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? Estimate Std. Error t value
Pr(>|t|)???
(Intercept)? ? ? ? ? ? ? ? ? ? ? ? ? ? 0.60820? ? 0.13779???4.414 2.49e-05
***
Age? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? 0.08836? ? 0.04189???2.109???0.0373
*
gender? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? ? 0.10983? ? 0.17873???0.615???0.5402???
Victimization? ? ? ? ? ? ? ? ? ? ? ? ? 0.73270? ? 0.10776???6.799 6.82e-10
***
FamilySupport? ? ? ? ? ? ? ? ? ? ? ? 0.10213? ? 0.15979???0.639???0.5241???
Victimization:FamilySupport???-0.60146? ? 0.24532? -2.452???0.0159 *
---
Signif. codes:? 0 ?***? 0.001 ?**? 0.01 ?*? 0.05 ?.? 0.1 ? ? 1
(Dispersion parameter for Negative Binomial(1.1303) family taken to be
0.4549082)
? ? Null deviance: 76.159? on 115? degrees of freedom
Residual deviance: 35.101? on 104? degrees of freedom
? (296 observations deleted due to missingness)
AIC: 480.6
Number of Fisher Scoring iterations: 15
Alternatively, if there is a simpler way to plot hurdle regression output, or if anyone is award of another means of estimating NB models (I haven't had much luck with vglm from VGAM either), I would be happy to hear about that as well. I'm currently using the "visreg"
package for plotting.
Thanks!
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