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SAS Data Analysis Examples
Zero-Truncated Poisson Regression
Version info: Code for this page was tested in SAS 9.3
Zero-truncated poisson regression is used to model count data for which the value zero cannot occur.
Please Note: The purpose of this page is to show how to use various data analysis commands. It does not cover all aspects of the research process which researchers are expected to do. In particular, it does not cover data cleaning and verification, verification of assumptions, model diagnostics and potential follow-up analyses.
Examples of zero-truncated Poisson regression
Example 1. A study of length of hospital stay, in days, as a function of age, kind of health insurance and whether or not the patient died while in the hospital. Length of hospital stay is recorded as a minimum of at least one day.
Example 2. A study of the number of journal articles published by tenured faculty as a function of discipline (fine arts, science, social science, humanities, medical, etc). To get tenure faculty must publish, therefore, there are no tenured faculty with zero publications.
Example 3. A study by the county traffic court on the number of tickets received by teenagers as predicted by school performance, amount of driver training and gender. Only individuals who have received at least one citation are in the traffic court files.
Description of the data
Let's pursue Example 1 from above.
We have a hypothetical data file, ztp, with 1,493 observations available here .
The length of hospital stay variable is stay
Let's look at the data.
Below is a list of some analysis methods you may have encountered.
Some of the methods listed are quite reasonable while others have either fallen out of favor or
have limitations. In order to use proc nlmixed to perform truncated Poisson regression, we must supply it with a likelihood function. The probability that an observation has count \(y\) under the Poisson
distribution (without zero truncation) is given by the equation:
\[P(Y=y) = \frac{\lambda^re^{-\lambda}}{y!}\]
With zero truncation, we calculate the probability that \(Y=y\) conditional on \(Y>0\),
that is, that \(Y\) is observed as 0 values are not observed. Thus:
\[P(Y=y|Y>0) = \frac{P(Y=y)}{P(Y>0)} = \frac{P(Y=y)}{1-P(Y=0)} = \frac{\lambda^re^{-\lambda}}{y!(1-e^{-\lambda})} \]
The log-likelihood function for the zero-truncated Poisson distribution is then:
\[\mathcal{L}=\sum\limits_{i=1}^n[y_ilog(\lambda_i) - \lambda_i - log(1 - e^{-\lambda_i}) - log(y_i!)]\]
In Poisson regression, we model \(log(\lambda)\), the log of the expected
counts, as a linear combination of a set of predictors: \[log(\lambda) = \beta_0
+ \beta_1x_1 + \beta_2x_2 + \beta_3x_3\] We supply the last two equations to
proc nlmixed to model our data using a zero truncated Poisson distribution.
Additionally, proc nlmixed does not support a class statement, so
categorical variables should be dummy-coded before running the analysis.
The output looks very much like the output from an OLS regression: Looking through the results we see the following: We can also use estimate statments to help understand our model. For example we can
predict the expected number of days spent at the hospital across age groups for the two hmo statuses
for patients who died. The estimate statement for proc nlmixed works
slightly differently from how it works within other procs. Here, each
parameter must be explicitly multiplied by the value at which is to be held for
that estimate statment. Additionally, because we would like to
predict actual number of days rather than log number of days, we need to
exponentiate the estimate. We can see that the number of days spent tends to decrease as we move up age
groups and that patients enrolled in an hmo (hmo = 1) tend to spend fewer days at the hospital as well than those not in hmos. For example, we expect that a non-hmo patient
who died in age group 1 to stay for 9.1852 days whereas an hmo patient who died in age group 1 is expected to stay 8.0180 days. It may be illustrative for us to plot the predicted number of days stayed
as a function of age and hmo status. To do this, we must tell SAS to save
this table of predicted values as a dataset. Tables and graphics produced
by procedures are given names upon creation. We will need the name of this
prediction table to tell SAS to save it. Place ods trace
on and ods trace off statements around the procedure
which produced this table to obtain its name. Output from the ods
trace
statements is located in the log, not the output. Towards the end of the log we find the name of this table, which as expected by its heading in the output
above, is "AdditionalEstimates". We can now tell SAS to save this output
table as the dataset "mylib.addest" using an ods output statement. Now we can use this predicted values for plotting. We need to add actual values of
age and hmo to the dataset for plotting as well. Finally, we use proc sgplot to plot our predicted number of days stayed as well as 95% confidence interval bands. The predicted values,
lines connecting them, and confidence interval bands are all specified
separately within the same proc sgplot. The group option will produce
separate points, lines, and bands by the grouping variable.
As of SAS 9.3, you can use proc fmm to fit zero-truncated Poisson models.
You simply specify "dist = truncpoisson" in the model statement.
Although compared to proc nlmixed, proc fmm provides a much easier
way to specify a zero-truncated poisson regression, it has much more limited
postestimation options. For example, estimate and predict statements
are not available with proc fmm. Additionally, proc
fmm like most other SAS procs, uses the last group within a categorical
variable as the reference group. The content of this web site should not be construed as an endorsement
of any particular web site, book, or software product by the
University of California.
proc means data=mylib.ztp;
var stay;
run;
The MEANS Procedure
Analysis Variable : stay Length of Stay
N Mean Std Dev Minimum Maximum
--------------------------------------------------------------------
1493 9.7287341 8.1329081 1.0000000 74.0000000
--------------------------------------------------------------------
proc univariate data=mylib.ztp noprint;
histogram stay / midpoints = 0 to 80 by 2 vscale = count;
run;
proc freq data=mylib.ztp;
tables age hmo died;
run;
The FREQ Procedure
Age Group
Cumulative Cumulative
age Frequency Percent Frequency Percent
--------------------------------------------------------
1 6 0.40 6 0.40
2 60 4.02 66 4.42
3 163 10.92 229 15.34
4 291 19.49 520 34.83
5 317 21.23 837 56.06
6 327 21.90 1164 77.96
7 190 12.73 1354 90.69
8 93 6.23 1447 96.92
9 46 3.08 1493 100.00
hmo
Cumulative Cumulative
hmo Frequency Percent Frequency Percent
--------------------------------------------------------
0 1254 83.99 1254 83.99
1 239 16.01 1493 100.00
died
Cumulative Cumulative
died Frequency Percent Frequency Percent
---------------------------------------------------------
0 981 65.71 981 65.71
1 512 34.29 1493 100.00
Analysis methods you might consider
Zero-truncated Poisson regression using proc nlmixed
proc nlmixed data = mylib.ztp;
log_lambda = intercept + b_age*age + b_died*died + b_hmo*hmo;
lambda = exp(log_lambda);
ll = stay*log_lambda - lambda - log(1-exp(-lambda)) - lgamma(stay+1);
model stay ~ general(ll);
run;
The NLMIXED Procedure
Specifications
Data Set MYLIB.ZTP
Dependent Variable stay
Distribution for Dependent Variable General
Optimization Technique Dual Quasi-Newton
Integration Method None
Dimensions
Observations Used 1493
Observations Not Used 0
Total Observations 1493
Parameters 4
Parameters
intercept b_age b_died b_hmo NegLogLike
1 1 1 1 6176595.73
Iteration History
Iter Calls NegLogLike Diff MaxGrad Slope
1 9 21118.0877 6155478 145098.1 -2.38E13
2 12 18578.3704 2539.717 137452.3 -436416
3 14 18437.2943 141.0761 120107 -13864.4
4 16 18394.0864 43.20793 118005.9 -3700.37
5 18 17809.511 584.5754 126017.3 -788.358
6 20 12597.6045 5211.906 71574.7 -383.804
7 21 7312.74337 5284.861 7488.696 -3740.01
8 23 7029.45115 283.2922 684.374 -459.944
9 25 6943.66162 85.78953 2049.627 -98.7188
10 27 6911.69968 31.96194 1391.058 -53.8698
11 29 6909.12237 2.577317 98.24019 -4.28966
12 31 6908.81335 0.309012 23.25771 -0.33228
13 33 6908.80066 0.012691 29.08574 -0.01855
14 35 6908.79908 0.001588 0.573832 -0.00203
15 37 6908.79907 3.373E-6 0.019132 -6.95E-6
NOTE: GCONV convergence criterion satisfied.
The SAS System 09:40 Tuesday, May 29, 2012 2
The NLMIXED Procedure
Fit Statistics
-2 Log Likelihood 13818
AIC (smaller is better) 13826
AICC (smaller is better) 13826
BIC (smaller is better) 13847
Parameter Estimates
Standard
Parameter Estimate Error DF t Value Pr > |t| Alpha Lower Upper Gradient
intercept 2.4358 0.02733 1493 89.12 <.0001 0.05 2.3822 2.4894 0.003988
b_age -0.01444 0.005035 1493 -2.87 0.0042 0.05 -0.02432 -0.00457 0.019132
b_died -0.2038 0.01837 1493 -11.09 <.0001 0.05 -0.2398 -0.1677 0.000506
b_hmo -0.1359 0.02374 1493 -5.72 <.0001 0.05 -0.1825 -0.08933 -0.00231
proc nlmixed data = mylib.ztp;
log_lambda = intercept + b_age*age + b_died*died + b_hmo*hmo;
lambda = exp(log_lambda);
ll = stay*log_lambda - lambda - log(1-exp(-lambda)) - lgamma(stay+1);
model stay ~ general(ll);
estimate 'age 1 died 1 hmo 0' exp(intercept * 1 + b_age * 1 + b_died * 1 + b_hmo * 0);
estimate 'age 1 died 1 hmo 1' exp(intercept * 1 + b_age * 1 + b_died * 1 + b_hmo * 1);
estimate 'age 3 died 1 hmo 0' exp(intercept * 1 + b_age * 3 + b_died * 1 + b_hmo * 0);
estimate 'age 3 died 1 hmo 1' exp(intercept * 1 + b_age * 3 + b_died * 1 + b_hmo * 1);
estimate 'age 5 died 1 hmo 0' exp(intercept * 1 + b_age * 5 + b_died * 1 + b_hmo * 0);
estimate 'age 5 died 1 hmo 1' exp(intercept * 1 + b_age * 5 + b_died * 1 + b_hmo * 1);
estimate 'age 7 died 1 hmo 0' exp(intercept * 1 + b_age * 7 + b_died * 1 + b_hmo * 0);
estimate 'age 7 died 1 hmo 1' exp(intercept * 1 + b_age * 7 + b_died * 1 + b_hmo * 1);
estimate 'age 9 died 1 hmo 0' exp(intercept * 1 + b_age * 9 + b_died * 1 + b_hmo * 0);
estimate 'age 9 died 1 hmo 1' exp(intercept * 1 + b_age * 9 + b_died * 1 + b_hmo * 1);
run;
<**SOME OUTPUT OMITTED**>
Additional Estimates
Standard
Label Estimate Error DF t Value Pr > |t| Alpha Lower Upper
age 1 died 1 hmo 0 9.1852 0.2548 1493 36.05 <.0001 0.05 8.6855 9.6849
age 1 died 1 hmo 1 8.0180 0.2736 1493 29.31 <.0001 0.05 7.4814 8.5546
age 3 died 1 hmo 0 8.9237 0.1805 1493 49.45 <.0001 0.05 8.5697 9.2777
age 3 died 1 hmo 1 7.7897 0.2213 1493 35.19 <.0001 0.05 7.3556 8.2239
age 5 died 1 hmo 0 8.6696 0.1375 1493 63.06 <.0001 0.05 8.4000 8.9393
age 5 died 1 hmo 1 7.5680 0.1934 1493 39.12 <.0001 0.05 7.1885 7.9474
age 7 died 1 hmo 0 8.4228 0.1451 1493 58.05 <.0001 0.05 8.1382 8.7074
age 7 died 1 hmo 1 7.3525 0.1948 1493 37.74 <.0001 0.05 6.9703 7.7347
age 9 died 1 hmo 0 8.1830 0.1910 1493 42.84 <.0001 0.05 7.8083 8.5577
age 9 died 1 hmo 1 7.1432 0.2206 1493 32.38 <.0001 0.05 6.7104 7.5759
ods trace on;
proc nlmixed data = mylib.ztp;
log_lambda = intercept + b_age*age + b_died*died + b_hmo*hmo;
lambda = exp(log_lambda);
ll = stay*log_lambda - lambda - log(1-exp(-lambda)) - lgamma(stay+1);
model stay ~ general(ll);
estimate 'age 1 died 1 hmo 0' exp(intercept * 1 + b_age * 1 + b_died * 1 + b_hmo * 0);
estimate 'age 1 died 1 hmo 1' exp(intercept * 1 + b_age * 1 + b_died * 1 + b_hmo * 1);
estimate 'age 3 died 1 hmo 0' exp(intercept * 1 + b_age * 3 + b_died * 1 + b_hmo * 0);
estimate 'age 3 died 1 hmo 1' exp(intercept * 1 + b_age * 3 + b_died * 1 + b_hmo * 1);
estimate 'age 5 died 1 hmo 0' exp(intercept * 1 + b_age * 5 + b_died * 1 + b_hmo * 0);
estimate 'age 5 died 1 hmo 1' exp(intercept * 1 + b_age * 5 + b_died * 1 + b_hmo * 1);
estimate 'age 7 died 1 hmo 0' exp(intercept * 1 + b_age * 7 + b_died * 1 + b_hmo * 0);
estimate 'age 7 died 1 hmo 1' exp(intercept * 1 + b_age * 7 + b_died * 1 + b_hmo * 1);
estimate 'age 9 died 1 hmo 0' exp(intercept * 1 + b_age * 9 + b_died * 1 + b_hmo * 0);
estimate 'age 9 died 1 hmo 1' exp(intercept * 1 + b_age * 9 + b_died * 1 + b_hmo * 1);
run;
ods trace off;
<***SOME OF THE LOG OMITTED***>
Output Added:
-------------
Name: AdditionalEstimates
Label: Additional Estimates
Template: Stat.NLM.AdditionalEstimates
Path: Nlmixed.AdditionalEstimates
-------------
NOTE: PROCEDURE NLMIXED used (Total process time):
real time 0.20 seconds
cpu time 0.12 seconds
140 ods trace off;
ods output AdditionalEstimates = mylib.addest;
proc nlmixed data = mylib.ztp;
log_lambda = intercept + b_age*age + b_died*died + b_hmo*hmo;
lambda = exp(log_lambda);
ll = stay*log_lambda - lambda - log(1-exp(-lambda)) - lgamma(stay+1);
model stay ~ general(ll);
estimate 'age 1 died 1 hmo 0' exp(intercept * 1 + b_age * 1 + b_died * 1 + b_hmo * 0);
estimate 'age 1 died 1 hmo 1' exp(intercept * 1 + b_age * 1 + b_died * 1 + b_hmo * 1);
estimate 'age 3 died 1 hmo 0' exp(intercept * 1 + b_age * 3 + b_died * 1 + b_hmo * 0);
estimate 'age 3 died 1 hmo 1' exp(intercept * 1 + b_age * 3 + b_died * 1 + b_hmo * 1);
estimate 'age 5 died 1 hmo 0' exp(intercept * 1 + b_age * 5 + b_died * 1 + b_hmo * 0);
estimate 'age 5 died 1 hmo 1' exp(intercept * 1 + b_age * 5 + b_died * 1 + b_hmo * 1);
estimate 'age 7 died 1 hmo 0' exp(intercept * 1 + b_age * 7 + b_died * 1 + b_hmo * 0);
estimate 'age 7 died 1 hmo 1' exp(intercept * 1 + b_age * 7 + b_died * 1 + b_hmo * 1);
estimate 'age 9 died 1 hmo 0' exp(intercept * 1 + b_age * 9 + b_died * 1 + b_hmo * 0);
estimate 'age 9 died 1 hmo 1' exp(intercept * 1 + b_age * 9 + b_died * 1 + b_hmo * 1);
run;data mylib.addest;
set mylib.addest;
input age hmo;
datalines;
1 0
1 1
3 0
3 1
5 0
5 1
7 0
7 1
9 0
9 1
;
run;
proc sgplot data = mylib.addest;
title 'Predicted number of days stayed (with 95% CL) by age and hmo status for patients who died';
band x = age lower = lower upper = upper / group=hmo;
scatter x= age y = estimate / group = hmo;
series x = age y = estimate / group = hmo;
run;
Zero-truncated Poisson regression using proc fmm
proc fmm data = mylib.ztp;
class hmo died;
model stay = age hmo died / dist = truncpoisson;
run;
The FMM Procedure
Model Information
Data Set MYLIB.ZTP
Response Variable stay
Type of Model Homogeneous Regression Mixture
Distribution Truncated Poisson
Components 1
Link Function Log
Estimation Method Maximum Likelihood
Class Level Information
Class Levels Values
hmo 2 0 1
died 2 0 1
Number of Observations Read 1493
Number of Observations Used 1493
Optimization Information
Optimization Technique Dual Quasi-Newton
Parameters in Optimization 4
Mean Function Parameters 4
Scale Parameters 0
Number of Threads 4
Iteration History
Objective Max
Iteration Evaluations Function Change Gradient
0 5 7444.776354 . 4192.321
1 4 6918.2708098 526.50554412 359.7548
2 4 6913.2026998 5.06811003 327.6266
3 4 6913.0538752 0.14882461 320.7117
4 4 6910.8911491 2.16272613 145.0423
5 3 6908.8042839 2.08686512 9.443069
6 3 6908.7990735 0.00521050 0.07041
7 3 6908.7990731 0.00000040 0.000569
Convergence criterion (GCONV=1E-8) satisfied.
The SAS System 09:48 Thursday, May 24, 2012 14
The FMM Procedure
Fit Statistics
-2 Log Likelihood 13817.6
AIC (smaller is better) 13825.6
AICC (smaller is better) 13825.6
BIC (smaller is better) 13846.8
Pearson Statistic 9968.8
Parameter Estimates for 'Truncated Poisson' Model
Standard
Effect hmo died Estimate Error z Value Pr > |z|
Intercept 2.0961 0.03766 55.65 <.0001
age -0.01444 0.005035 -2.87 0.0041
hmo 0 0.1359 0.02374 5.72 <.0001
hmo 1 0 . . .
died 0 0.2038 0.01837 11.09 <.0001
died 1 0 . . .
Things to consider
References