About 2 weeks ago someone asked about under-dispersed Poisson models. I
referred them to the generalized Poisson and 2-parameter log-gamma models. Both
programs are in the data files that are posted with
Hilbe, Joseph (2007), Negative Binomial Regression, Cambridge Univ Press
and
Hardin, James and Joseph Hilbe (2007), Generalized Linear Models and
Extensions, second edition, Stata Press.
The log-gamma model is also posted to the SSC site, and can be downloaded
from there as well.
You do not have to buy the book(s) to download the data sets. You can get
the generalized Poisson command program by going to Stata's bookstore and
clicking on either book. If you go to Stata Press's web site
(www.stata-press.com/) there is a clearly indicated place where one can go to download the files
from any of the Stata Press books. If you have trouble with the program, feel
free to directly contact me at [email protected]. The generalized Poisson is
called gpoisson.
I get StataList communcations via the Digest, so only see them the day after
they are posted.
Joseph Hilbe
========================================================
Date: Wed, 05 Mar 2008 12:05:01 +0100
From: Markus_Koeller <[email protected]>
Subject: st: Imputing generalized Poisson-Model into Poisson.ado
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.
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