Algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS

[Uvanpriya]

Does anyone know the algorithm used to estimate the parameters of a Zero-inflated poisson model in SAS?

[PGStats]

According to the documentation of the COUNTREG procedure, the parameters of the ZIP model are estimated by maximum likelihood. The log-likelihood functions are given here.

[Uvanpriya]

thanks

[StatDave]

As with models using other distributions that are fit by PROC GENMOD, the zero-inflated models are fit using an iterative maximum likelihood algorithm. See "generalized linear models theory" and "zero-inflated models" in the Details section of the GENMOD documentation. 

[Uvanpriya]

According to the documentation it says that the GENMOD procedure uses a ridge-stabilized Newton-Raphson algorithm to maximize the log-likelihood function. But according to Lambert(1992) it uses the EM algorithm to simultaneously estimate the parameters of Zero-inflated Poisson model .Does it simultaneously estimate the parameters of a ZIP model using the  Newton-Raphson algorithm in SAS also or does it separately estimate the parameters ?

[SteveDenham]

Things have changed since the Lambert paper. GENMOD does not employ an EM algorithm any longer.

SteveDenham.