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51 lines
1.2 KiB
Plaintext
51 lines
1.2 KiB
Plaintext
*! version 1.0 Alfonso Miranda-Caso-Luengo, June 2003 (SJ4-1: st0057)
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program define espoisson_p, sort
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version 7
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local myopts "n"
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_pred_se "`myopts'" `0'
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if `s(done)' { exit }
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local vtyp `s(typ)'
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local varn `s(varn)'
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local 0 `"`s(rest)'"'
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syntax [if] [in] [, `myopts' noOFFset]
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local type "`n'"
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marksample touse
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if "`type'"=="n" | "`type'"=="" {
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tempname mu zu lnsigma kappa
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qui _predict double `mu' if `touse', xb `offset' eq(#1)
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qui _predict double `zu' if `touse', xb `offset' eq(#2)
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qui _predict double `lnsigma' if `touse', xb eq(#3)
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qui _predict double `kappa' if `touse', xb eq(#4)
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local d "`e(edummy)'"
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tempvar sma u rho
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gen double `sma' = exp(`lnsigma')
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gen double `rho' = (exp(2*`kappa')-1)/(exp(2*`kappa')+1)
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tempvar p eta
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gen double `p'=0 if `touse'
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gen double `eta'=0 if `touse'
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qui replace `mu'=exp(`mu'-0.5*`sma'^2) if `touse'
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#delimit ;
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qui replace `eta' = `d'*(norm(`zu' +`rho'*`sma')/norm(`zu'))
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+ (1-`d')*(norm(-(`zu'+`rho'*`sma'))/norm(-(`zu'))) if `touse' ;
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#delimit cr
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qui replace `p'=`mu'*`eta' if `touse'
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qui gen `vtyp' `varn'=`p' if `touse'
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label var `varn' "predicted number of events of `e(depvar)'"
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exit
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}
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end
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