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st: Random Number generator


From   anirban basu <abasu@midway.uchicago.edu>
To   "'statalist'" <statalist@hsphsun2.harvard.edu>
Subject   st: Random Number generator
Date   Fri, 11 Oct 2002 16:53:02 -0500 (CDT)

Hi all,

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
example,

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.

Thanks,

Anirban 

______________________________________
ANIRBAN BASU
Doctoral Student
Harris School of Public Policy Studies
University of Chicago
________________________________________________________________



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