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Jul 17, 2013 3:08 AM
(1469 views)

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Jul 19, 2013 4:50 AM
(1049 views)

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Aug 2, 2013 12:50 PM
(1049 views)

Clay Barker has a nice ZIPoisson example on the JMP File exchange..

// set up the ZIP negative log likelihood with the starting values defined above

Exform = expr(

ll << set formula(Parameter(

{p = expr(pstart), lambda = expr(lstart)},

If( :Y == 0,

-Log( p + (1 - p) * Exp( -lambda ) ),

-Log(

(1 - p) * ((Exp( -lambda ) * lambda ^ :Y) /

Factorial( :Y ))

)

)

)));

// now plug the starting values into the negative log likelihood column

eval(eval Expr(exform));

// use nonlinear to minimize the negative log likelihood, which is equivalent to maximizing the likelihood

nl = Nonlinear(

Loss( :NegLogLik ),

Loss is Neg LogLikelihood( 1 ),

Newton,

Finish

);