Looks like a parameter definition variation...
Cox's b = 1/ Hilbe's lambda (i.e., scale factor).
Tom
Thomas J. Steichen
[email protected]
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Facts do not cease to exist because they are ignored. - Aldous Huxley
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> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> [email protected]
> Sent: Monday, August 08, 2005 7:34 PM
> To: [email protected]
> Subject: st: Generating random variable through rnd and
> rndwei and Weibull fits
>
>
> Hello Statalisters --
>
> There have been a few threads over the last several days re:
> distributions, distribution selection, generating
> distributions etc. I note particularly the threads entitled
> "Generating random variables from the logistic distribution"
> and what I think is the recent updating of the SSC package
> RND by Kit Baum. Anyway, I thought I would try that out and
> generate a weibull distribution and then use Nick Cox's
> packages -wfit-, -qweibull- and -pweibull- to see how well
> the RND routines from SSC did in generating a Weibull
> distribution. I generated 10000 values from a Weibull
> distribution with a shape of 3 and a scale of 2 as per an
> example in the rnd package help file. But when I used the
> following sequence of commands (see below), it seems like
> there might be a mismatch because instead of the scale
> parameter of 2 (which I used to generate the data), I get one
> of 0.5 (its inverse) back. The graphs generated by Nick's
> programs seem to do very well (perfect straight
> lines) except they didn't provide back the parameters that I
> thought they would. Maybe I am mixing up the terminology (b
> vs. c parameters, scale vs. shape) or not doing the
> appropriate backconversion to get the original parameters. Or
> is their perhaps a concern?
>
> Notes:
> 1. (/m# option or -set memory-) 10.00 MB allocated to data
> 2. (/v# option or -set maxvar-) 5000 maximum variables
>
> . ssc install rnd, replace
> checking rnd consistency and verifying not already
> installed... all files already exist and are up to date.
>
> . help rnd
>
> . rndwei 10000 3 2
> ( Generating . )
> Variable xw created.
>
> . wbull xw
>
> Fitting Weibull distribution to xw
>
> b 0.49809
> c 3.02015
>
> . qweibull xw
>
> Fitting Weibull distribution
>
> b: exp(_b[_cons])
> c: exp([ln_p][_cons])
>
> --------------------------------------------------------------
> ----------------
> xw | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+------------------------------------------------
> ----------
> -------------+------
> b | .4980915 .0017364 286.86 0.000 .4946883
> .5014947
> c | 3.02015 .0235553 128.22 0.000 2.973982
> 3.066317
> --------------------------------------------------------------
> ----------------
>
>
> . pweibull xw
>
> Fitting Weibull distribution
>
> b: exp(_b[_cons])
> c: exp([ln_p][_cons])
>
> --------------------------------------------------------------
> ----------------
> xw | Coef. Std. Err. z P>|z| [95% Conf.
> Interval]
> -------------+------------------------------------------------
> ----------
> -------------+------
> b | .4980915 .0017364 286.86 0.000 .4946883
> .5014947
> c | 3.02015 .0235553 128.22 0.000 2.973982
> 3.066317
> --------------------------------------------------------------
> ----------------
>
> . qweibull xw, param( 0.49 3)
>
> . qweibull xw, param( 2 3)
>
> . query born
> 05 Jul 2005
>
> . which rndwei
> c:\ado\plus\r\rndwei.ado
> *!version 1.1 1999 Joseph Hilbe
>
> .
>
> thanks for any help that might be offered.
>
>
>
> david
>
>
>
> David J. Miller, Chief
> Chemistry & Exposure Branch
> Health Effects Division
> Office of Pesticide Programs
> U.S. Environmental Protection Agency
> 703-305-5352 (voice)
> 703 605-1289 (fax)
>
> visit: http://www.epa.gov/pesticides/
>
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