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From |
Matthijs De Zwaan <m.dezwaan@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: How do I generate data for count models? |

Date |
Sun, 16 May 2010 16:14:56 +0200 |

Dear Stata-listers, To get a feel for the behavior of different count model estimators, I am trying to set up a small Monte Carlo experiment. I would like to compare the Poisson pseudo ML estimate (-poisson, vce(robust)-) and the NegBin2 model (-nbreg-) for variance specifications that do not correspond to the Poisson or NegBin models, and see how they behave for different sample sizes. Cameron and Trivedi (2009, microeconometrics for Stata, ch. 17) describe how to set a Poisson model using the -rpoisson()- command or a NegBin1 model using -rgamma()- and then -rpoisson()- (see C&T, section 17.2.2). I am not sure if I understand them correctly. Below this text is some basic code that I use to make first a Poisson set up and then a NegBin1 set up. I have the following questions: (1) is the set up below correct for those models? If not, what am I doing wrong? (2) How could I get a set up that corresponds to the NegBin2 model? (3) How do I make a set up where the mean is still exp(xb), but the variance does not correspond nicely to either the Poisson or the NegBin2 model? C&T (p. 567) mention that variance could for example be lognormally distributed, but I have no preference for any distribution, as long as is does not follow the NegBin2 model. I am using Stata 10.1 for Mac OSX. Any help is greatly appreciated, Thanks, Matthijs de Zwaan **** SET UP *** * Poisson model clear set obs 1000 gen x = .2*invnorm(uniform()) gen e = .2*invnorm(uniform()) gen ypois = exp(1 + x + e) // E(y) = exp(xb) replace ypois = rpoisson(ypois) // y~poisson(exp(xb)) summ ypois poisson ypois x *NegBin model gen ynb = exp(1 + x + e) // E(y) = exp(xb) replace ynb = rgamma(ynb,1) // replace ynb = rpoisson(ynb) // y~NegBin(mu = exp(xb), alpha = 1) summ ynb nbreg ynb x, d(c) exit *** END *** * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: AW: How do I generate data for count models?***From:*"Martin Weiss" <martin.weiss1@gmx.de>

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