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st: RE: Generating random variable through rnd and rndwei and Weibull fits


From   "Steichen, Thomas J." <SteichT@rjrt.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Generating random variable through rnd and rndwei and Weibull fits
Date   Tue, 9 Aug 2005 08:41:48 -0400

Looks like a parameter definition variation...

Cox's b =  1/ Hilbe's lambda (i.e., scale factor).

Tom


Thomas J. Steichen
steicht@rjrt.com
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> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Miller.DavidJ@epamail.epa.gov
> Sent: Monday, August 08, 2005 7:34 PM
> To: statalist@hsphsun2.harvard.edu
> Subject: st: Generating random variable through rnd and 
> rndwei and Weibull fits
> 
> 
> Hello Statalisters --
> 
> There have been a few threads over the last several days re: 
> distributions, distribution selection, generating 
> distributions etc.  I note particularly the threads entitled 
> "Generating random variables from the logistic distribution" 
> and what I think is the recent updating of the SSC package 
> RND by Kit Baum.  Anyway, I thought I would try that out and 
> generate a weibull distribution and then use Nick Cox's 
> packages -wfit-, -qweibull- and -pweibull- to see how well 
> the RND routines from SSC did in generating a Weibull 
> distribution.  I generated 10000 values from a Weibull 
> distribution with a shape of 3 and a scale of 2 as per an 
> example in the rnd package help file. But when I used the 
> following sequence of commands (see below), it seems like 
> there might be a mismatch because  instead of the scale 
> parameter of 2 (which I used to generate the data), I get one 
> of 0.5 (its inverse) back. The graphs generated by Nick's 
> programs seem to do very well (perfect straight
> lines) except they didn't provide back the parameters  that I 
> thought they would.  Maybe I am mixing up the terminology (b 
> vs. c parameters, scale vs. shape) or not doing the 
> appropriate backconversion to get the original parameters. Or 
> is their perhaps a concern?
> 
> Notes:
>       1.  (/m# option or -set memory-) 10.00 MB allocated to data
>       2.  (/v# option or -set maxvar-) 5000 maximum variables
> 
> . ssc install rnd, replace
> checking rnd consistency and verifying not already 
> installed... all files already exist and are up to date.
> 
> . help rnd
> 
> .  rndwei 10000 3 2
> ( Generating . )
> Variable xw created.
> 
> . wbull xw
> 
> Fitting Weibull distribution to xw
> 
> b               0.49809
> c               3.02015
> 
> . qweibull xw
> 
> Fitting Weibull distribution
> 
>            b:  exp(_b[_cons])
>            c:  exp([ln_p][_cons])
> 
> --------------------------------------------------------------
> ----------------
>           xw |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
> Interval]
> -------------+------------------------------------------------
> ----------
> -------------+------
>            b |   .4980915   .0017364   286.86   0.000     .4946883
> .5014947
>            c |    3.02015   .0235553   128.22   0.000     2.973982
> 3.066317
> --------------------------------------------------------------
> ----------------
> 
> 
> . pweibull xw
> 
> Fitting Weibull distribution
> 
>            b:  exp(_b[_cons])
>            c:  exp([ln_p][_cons])
> 
> --------------------------------------------------------------
> ----------------
>           xw |      Coef.   Std. Err.      z    P>|z|     [95% Conf.
> Interval]
> -------------+------------------------------------------------
> ----------
> -------------+------
>            b |   .4980915   .0017364   286.86   0.000     .4946883
> .5014947
>            c |    3.02015   .0235553   128.22   0.000     2.973982
> 3.066317
> --------------------------------------------------------------
> ----------------
> 
> . qweibull xw, param( 0.49 3)
> 
> . qweibull xw, param( 2 3)
> 
> . query born
> 05 Jul 2005
> 
> . which rndwei
> c:\ado\plus\r\rndwei.ado
> *!version 1.1 1999 Joseph Hilbe
> 
> .
> 
> thanks for any help that might be offered.
> 
> 
> 
> david
> 
> 
> 
> David J. Miller, Chief
> Chemistry & Exposure Branch
> Health Effects Division
> Office of Pesticide Programs
> U.S. Environmental Protection Agency
> 703-305-5352 (voice)
> 703 605-1289 (fax)
> 
> visit: http://www.epa.gov/pesticides/
> 
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