zinegbinomial {VGAM} | R Documentation

## Zero-Inflated Negative Binomial Distribution Family Function

### Description

Fits a zero-inflated negative binomial distribution by full maximum likelihood estimation.

### Usage

    zinegbinomial(zero = "size",
                  type.fitted = c("mean", "munb", "pobs0", "pstr0",
                  "onempstr0"),
                  mds.min = 1e-3, nsimEIM = 500, cutoff.prob = 0.999,
                  eps.trig = 1e-7, max.support = 4000, max.chunk.MB = 30,
                  lpstr0 = "logitlink", lmunb = "loglink", lsize = "loglink",
                  imethod = 1, ipstr0 = NULL, imunb =  NULL,
                  iprobs.y = NULL, isize = NULL,
                  gprobs.y = (0:9)/10,
                  gsize.mux = exp(c(-30, -20, -15, -10, -6:3)))
    zinegbinomialff(lmunb = "loglink", lsize = "loglink", lonempstr0 = "logitlink",
                    type.fitted = c("mean", "munb", "pobs0", "pstr0",
                    "onempstr0"), imunb = NULL, isize = NULL, ionempstr0 =
                    NULL, zero = c("size", "onempstr0"), imethod = 1,
                    iprobs.y = NULL, cutoff.prob = 0.999,
                    eps.trig = 1e-7,  max.support = 4000, max.chunk.MB = 30,
                    gprobs.y = (0:9)/10, gsize.mux = exp((-12:6)/2),
                    mds.min = 1e-3, nsimEIM = 500)

### Arguments

`lpstr0, lmunb, lsize` | Link functions for the parameters pstr0, the mean and k; see `negbinomial` for details, and `Links` for more choices. For the zero-deflated model see below.

`type.fitted` | See `CommonVGAMffArguments` and `fittedvlm` for more information.
`ipstr0, isize, imunb` | Optional initial values for pstr0 and k and munb. The default is to compute an initial value internally for both. If a vector then recycling is used.
`lonempstr0, ionempstr0` | Corresponding arguments for the other parameterization. See details below.
`imethod` | An integer with value `1` or `2` or `3` which specifies the initialization method for the mean parameter. If failure to converge occurs try another value. See `CommonVGAMffArguments` for more information.
`zero` | Specifies which linear/additive predictors are to be modelled as intercept-only. They can be such that their absolute values are either 1 or 2 or 3. The default is the pstr0 and k parameters (both for each response). See `CommonVGAMffArguments` for more information.
`nsimEIM` | See `CommonVGAMffArguments` for information.
`iprobs.y, cutoff.prob, max.support, max.chunk.MB` | See `negbinomial` and/or `posnegbinomial` for details.
`mds.min, eps.trig` | See `negbinomial` for details.
`gprobs.y, gsize.mux` | These arguments relate to grid searching in the initialization process. See `negbinomial` and/or `posnegbinomial` for details.

### Details

These functions are based on

P(Y=0) = phi + (1- phi) * (k/(k+munb))^k,

and for y=1,2,…,

P(Y=y) = (1- phi) * dnbinom(y, munb, k).

The parameter phi satisfies 0 < phi < 1. The mean of Y is (1-phi)*munb (returned as the fitted values). By default, the three linear/additive predictors for `zinegbinomial()` are (logit(phi), log(munb), log(k))^T. See `negbinomial`, another VGAM family function, for the formula of the probability density function and other details of the negative binomial distribution.

Independent multiple responses are handled. If so then arguments `ipstr0` and `isize` may be vectors with length equal to the number of responses.

The VGAM family function `zinegbinomialff()` has a few changes compared to `zinegbinomial()`. These are: (i) the order of the linear/additive predictors is switched so the NB mean comes first; (ii) `onempstr0` is now 1 minus the probability of a structural 0, i.e., the probability of the parent (NB) component, i.e., `onempstr0` is `1-pstr0`; (iii) argument `zero` has a new default so that the `onempstr0` is intercept-only by default. Now `zinegbinomialff()` is generally recommended over `zinegbinomial()`. Both functions implement Fisher scoring and can handle multiple responses.

### Value

An object of class `"vglmff"` (see `vglmff-class`). The object is used by modelling functions such as `vglm`, and `vgam`.

### Warning

This model can be difficult to fit to data, and this family function is fragile. The model is especially difficult to fit reliably when the estimated k parameter is very large (so the model approaches a zero-inflated Poisson distribution) or much less than 1 (and gets more difficult as it approaches 0). Numerical problems can also occur, e.g., when the probability of a zero is actually less than, and not more than, the nominal probability of zero. Similarly, numerical problems can occur if there is little or no 0-inflation, or when the sample size is small. Half-stepping is not uncommon. Successful convergence is sensitive to the initial values, therefore if failure to converge occurs, try using combinations of arguments `stepsize` (in `vglm.control`), `imethod`, `imunb`, `ipstr0`, `isize`, and/or `zero` if there are explanatory variables. Else try fitting an ordinary `negbinomial` model or a `zipoisson` model.

This VGAM family function can be computationally expensive and can run slowly; setting `trace = TRUE` is useful for monitoring convergence.

### Note

Estimated probabilities of a structural zero and an observed zero can be returned, as in `zipoisson`; see `fittedvlm` for more information.

If k is large then the use of VGAM family function `zipoisson` is probably preferable. This follows because the Poisson is the limiting distribution of a negative binomial as k tends to infinity.

The zero-deflated negative binomial distribution might be fitted by setting `lpstr0 = identitylink`, albeit, not entirely reliably. See `zipoisson` for information that can be applied here. Else try the zero-altered negative binomial distribution (see `zanegbinomial`).

### Author(s)

T. W. Yee

### See Also

`Zinegbin`, `negbinomial`, `rpois`, `CommonVGAMffArguments`.

### Examples

    ## Not run:
    # Example 1
    ndata <- data.frame(x2 = runif(nn <- 1000))
    ndata <- transform(ndata, pstr0 = logitlink(-0.5 + 1 * x2, inverse = TRUE),
                              munb  =   exp( 3   + 1 * x2),
                              size  =   exp( 0   + 2 * x2))
    ndata <- transform(ndata,
                       y1 = rzinegbin(nn, mu = munb, size = size, pstr0 = pstr0))
    with(ndata, table(y1)["0"] / sum(table(y1)))
    nfit <- vglm(y1 ~ x2, zinegbinomial(zero = NULL), data = ndata)
    coef(nfit, matrix = TRUE)
    summary(nfit)
    head(cbind(fitted(nfit), with(ndata, (1 - pstr0) * munb)))
    round(vcov(nfit), 3)

    # Example 2: RR-ZINB could also be called a COZIVGLM-ZINB-2
    ndata <- data.frame(x2 = runif(nn <- 2000))
    ndata <- transform(ndata, x3 = runif(nn))
    ndata <- transform(ndata, eta1 =          3   + 1   * x2 + 2 * x3)
    ndata <- transform(ndata, pstr0  = logitlink(-1.5 + 0.5 * eta1, inverse = TRUE),
                              munb = exp(eta1),
                              size = exp(4))
    ndata <- transform(ndata,
                       y1 = rzinegbin(nn, pstr0 = pstr0, mu = munb, size = size))
    with(ndata, table(y1)["0"] / sum(table(y1)))
    rrzinb <- rrvglm(y1 ~ x2 + x3, zinegbinomial(zero = NULL), data = ndata,
                     Index.corner = 2, str0 = 3, trace = TRUE)
    coef(rrzinb, matrix = TRUE)
    Coef(rrzinb)

    ## End(Not run)

[Package VGAM version 1.1-1 Index]