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st: Random Number generator
The macro written by Joe Hilbe on generating random variates of a negative
binomial distribution has the sytax of : rndnblx mu, k(#)
However, I did not find any documentation about the parametrization of
'k'. Generally the variance of NB is given by mu*(1+ alpha*mu). Here 'k'
does not seem to be equal or even inverse of alpha.
I ran nbreg on the data generated by the rndnblx. The value of alpha
estimated is quite different than that of the 'k' I specified. For
if I specify k= 0.5, alpha is estimated as around 0.06
if I specyfy k=1, alpha is estimated to be around 0.30...
Does anyone know the parametrization of k in terms of the variance
function of the negative binomial distribution.
Harris School of Public Policy Studies
University of Chicago
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