Hello everyone,
I want to use Stata to estimate underdispersed Data with a Count Data Model. I want to use a generalized Poisson Model to capture the underdispersed nature of data.
The log-Likelihoodfunction of the generalized model is (i is index):
ln L(a,b; yi)= sum from i=1 to n { yi log (ui/1+a*ui) + (yi-1) log (1+a*yi) - ui(1+a*yi)/(1+a*ui) - log(yi!)}
I think I have to manipulate the Poisson function in the ado.-file.
My question: Does anyone know how to exchange the Likelihoodfunction in the ado.file or are there certain things I have to think about?
How can I implement the parametre a?
a is such that if a<0 then 1+a*ui>0 and 1+a*yi>0, i.e.:
a>min(-1/max(ui), -1/max(yi)).
Maybe one of you has implemented a count data model for underdispersed data already in the .ado file and could sent it to me?
I would be very grateful for any help.
Thanks a lot,
Markus.
______________________________________________________
Bis 50 MB Dateianhänge? Kein Problem!
http://freemail.web.de/club/landingpage.htm/?mc=025556
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
