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Re: st: Truncated negative binomial with endogenous stratification


From   Jhilbe@aol.com
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Truncated negative binomial with endogenous stratification
Date   Thu, 28 Apr 2005 12:57:59 EDT

I am interested in your problem. I  suspect that the log-likelihood formula 
used in nbinlf.ado for estimating the  zero truncated negative binomial is OK. 
It's not a difficult formula and it was  checked many times prior to 
distribution. I am wondering if the problem you are  experiencing relates to the older 
code in which the program was written. I  believe it was version 5 or 6.  I 
had to entirely re-write my censored  Poisson regression algorithm using version 
8 code in order to add certain survey  capabilities to it, including 
pweights. I renamed it cepois, to distinguish it  from the 1997 version, cenpois, and 
later posted it to the Boston SSC  site.  I'll be happy to help with your 
project of modifying the code to  allow endogenous stratification. I suspect, 
though, that it will entail a  re-write to version 8 code. Or we can see what 
capabilities version 9 has to  make the project easier. 

If you are interesting, contact me privately  and we'll go from there. 

Joe  Hilbe
====================================
I attempted to modify Joseph  Hilbe's 0-truncated negative binomial routine
(nbinlf.ado likelihood  function) to accomodate for endogenous stratification
(e.g. on-site  sampling), however I am running into problems during the
maximization  process; probably inherent in the trnbin0.ado file which 
performs
the  estimation.  Has anyone else attempted to do this?  Would anyone be  
able to
help?

Cheers,
Craig  Meisner

-------------------------------------------------------------
Craig  Meisner
The World Bank
Development Economics Research  Group
Infrastructure and Environment
MSN MC2-205, 1818 H Street,  NW
Washington DC 20433
Tel: 202-473-6852, Fax: 202-522-3230
E-mail:  cmeisner@worldbank.org

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