I have used GAMLSS to fit a zero-inflated model. However, when I then turn around and FIT that model, it produces absolutely no zeroes at all (even though the data used to fit the model is about 40 % zeroes).
What's going on here?
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Not sure why you were downvoted, it's a perfectly okay question, but this has already been answered in detail on site. Let me see if I can find it. – Glen_b May 15 '17 at 02:55
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See Can a Tweedie glm predict exact zeros? -- as pointed out in the answer there, this question could arise in any model where your model includes some proportion of exact 0's -- for some reason it's a not-so-uncommon confusion across a variety of such models. Note that fitted values are estimated means and the fitted mean will generally not be zero unless all the observations are 0 -- for nonnegative data even a single non-zero value will yield a mean that's larger than 0. – Glen_b May 15 '17 at 03:02
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Perhaps you're expecting your model to predict the conditional mode or a conditional median. It would be a reasonable thing to want but that's not what you get when you ask for the fitted value. – Glen_b May 15 '17 at 03:16