I have a zero-inflated negative binomial model (ZINB) for highly skewed, high zero-count data, $n=6800$. The null model does not reject the ZINB model, and Stata count fit
also indicated ZINB over other count models.
Yet, when I run the model with more than the minimum of covariates, the inflation intercept has a coefficient but no error, no $t$, no $p$-value. Does this mean the model is incorrect? Or just the zero-inflated assumptions? Any suggestions?