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Re: st: simulating random numbers from zero inflated negative binomial estimates


From   "E. Paul Wileyto" <epw@mail.med.upenn.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: simulating random numbers from zero inflated negative binomial estimates
Date   Thu, 02 Jun 2011 10:56:50 -0400

I'm not sure whether anyone has answered this yet.

First, read the help on zinb post-estimation commands. There are many flavors of "predict" listed there. You will need three of them before you start generating random numbers. The first one you will need is:

predict p1, pr

That will generate a new variable, p1, which will be the predicted probability of an inflated zero. All the work is done for you.

The second predicted quantity you will need is:

predict lp, xb

That will generate the linear combination of predictor variables weighted by coefficients for the negative binomial part of the model. Finally, you will need:

predict alpha, xb eq(#3)

which will generate a variable containing the overdispersion parameter for the negative binomial. With those three bits, you can get on to simulating.


Here's my script:

zinb cignums drug  week, inf(drug  week)
predict p1 , pr
predict p2 , xb
predict lnalpha , xb eq(#3)
gen alph=exp(lnalpha)
gen xg=rgamma(1/alph, alph*p2)
gen pg=rpoisson(xg)
gen zi=runiform()>p1
gen newcigs=zi*pg

zinb newcigs drug  week, inf(drug  week)


Paul





On 6/1/2011 7:13 PM, Ari Samaranayaka wrote:
Deaf statalist members
Can some one help me with this question with regards to zero-inflated negative binomial regression (ZINB command) . I need to see how good the fitted model by comparing model outputs with observations. For this, I aim to simulate random numbers from fitted model to compare with observed numbers. Can some one tell me how to simulate random numbers from the fitted model please? Is there any post estimation command for this? if not, is it possible to use estimated regression coefficients?
Thank you
Ari-Sam

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--
E. Paul Wileyto, Ph.D.
Senior Research Investigator, Department of Biostatistics&  Epidemiology
Director of Biostatistics, Tobacco Use Research Center
School of Medicine, U. of Pennsylvania
3535 Market Street, Suite 4100
Philadelphia, PA  19104-3309

215-746-7147
Fax: 215-746-7140
epw@upenn.edu

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