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Software: I am using Python 3.7.3 and stats model library.

Problem: I am trying to model a continuous target with zero inflated distribution (zeros are around 12,2% of the target variable). The target variable is annual income in US$. When i fit a Generalized Linear Model using a Gamma Distribution, the model can't capture the zero values, and the minimum predicted value is around US$ 5000.

I made a quick research and i read about zero-inflated GLM and Hurdle Models but Stats model, as far i know, doesn't support that kind of models. So, my question is, Is there a Python-Library for that? if no, what can i do?

David Mora
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    This is a good question, but you might get more help over at stats.stackexchange.com. If you have any knowledge of Stan or PyMC3 this sounds like a good opportunity to use bayesian methods. – Kyle Safran Sep 30 '19 at 15:37
  • the model can be estimated as two models, one for the zeros and one for the positive values. I think there are some examples on stats.stackexchange – Josef Sep 30 '19 at 17:58

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