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

["E. Paul Wileyto" <epw@mail.med.upenn.edu>]

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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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/