Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Imputing generalized Poisson-Model into Poisson.ado


From   Markus Köller <markus-koeller@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   st: Imputing generalized Poisson-Model into Poisson.ado
Date   Wed, 05 Mar 2008 12:05:01 +0100

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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index