st: Re: Two postings to SSC

[jhilbe@aol.com]

I should like to make you aware of two statistical commands that Kit 
was kind enough to place on the SSC website for me.  One was placed 
several weeks ago, the other yesterday.
 TPOISSON - truncated Poisson regression
       Program allows one to left or right truncate the response of a 
Poisson model, or truncation can be
       made to both sides in the same model. Full Stata maximum 
likelihood options are available; eg survey,
      bootstrap, etc

 CPOISSONE - censored Poisson (econometric parameterization)
       Program allows both left and right censoring of a Poisson model, 
or censoring can be made to both
       sides in the same model. I differentiated between two types of 
censored Poisson models in my
       book, "Negative Binomial Regression" (2007, Cambridge University 
Press).

       In the mid 1990s I wrote a censored Poisson as a SAS macro 
(still published on the SAS Library site),
       then a year later Dean Judson and I wrote a censored Poisson for 
the Stata Technical Bulletin. I later
       revised it, and did so again in 2005. That version of a censored 
Poisson let any observation value be
       censored, and was parameterized as censoring occurs in survival 
models. This differs from the
       parameterization that has been common in econometric literature, 
where censoring occurs only at the
       tails of the response distribution. That is, left censoring,  
like left truncation, can occur at time=3, with
       all observations below 3 being censored. Likewise for right 
censoring; all values over a specified cut
       point are censored. It is similar to truncation, except that it 
differs on how censored observations are
       valued. In econometric censoring, censored values are recorded 
as the value of the cut point.
       In truncation, the truncated values are dropped from 
contributing to the model, but the LL function is
      adjusted to still sum to 1.

The previous survival parameterization of censored Poisson is on the 
SSC site as CPOISSON. The econometric parameterization of censored 
Poisson is CPOISSONE, and truncated Poisson is TPOISSON. I am planning 
to prepare econometric parameterized censored negative binomial and 
truncated negative binomial commands next. I already have a survival 
censored negative binomial on SSC called CENSORNB, posted in 2005.

Joseph Hilbe
hilbe@asu.edu


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