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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 | Fri, 03 Jun 2011 10:27:57 -0400 |
In order to gauge whether the estimate is working well, you should simulate the data multiple times, and generate means for the point estimates, and coverage probabilities. What we did was to take our original model, assumed the estimated parameters are true, and then used them to simulate only one more data set. Repeat that last step 200x, and see how often your CI includes your true value.
Looking at the script again. This first part grabs the estimates from fitting your data:
zinb cignums drug week, inf(drug week) predict p1 , pr predict p2 , xb predict lnalpha , xb eq(#3) gen alph=exp(lnalpha) This next part simulates the data and should be repeated many times. 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)There are many ways to collect the parameter estimates and CI's from the simulations. I'll leave that to you.
P On 6/3/2011 1:03 AM, Ari Samaranayaka wrote:
Dear PaulThank you very much for the great help. Your are the first person to answer my question. Your answer works, and I understood the logic you used in your codes. Simulated random variates goes quite closely with observed data. I interpret this as a reasonable model fit. Great. Thank you.I expected whenever the ZINB model fit is reasonably good, if we use the ZINB postestimation predict command to produce predicted numbers, those predicted numbers also should goes closely with observed data.For example, if I use the command predict expec, irthen distribution of resultant values in "expec" should have similar distribution to observed data (because we do not specify an "exposure" in our model). However those 2 distributions quite different. Did I misinterpret the result from predict command.Thank you again Ari
-- 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 * * 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/