You cannot select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
214 lines
7.4 KiB
Plaintext
214 lines
7.4 KiB
Plaintext
*! version 1.6.8 13Apr2005
|
|
* version 1.6.7 18Feb2005 ztp and ztnb
|
|
* version 1.6.6 8/20/03
|
|
* version 1.6.5 1/10/01
|
|
|
|
capture program drop prcounts
|
|
program define prcounts
|
|
version 6.0
|
|
tempname b alpha ai gai mu
|
|
syntax newvarname [if] [in] [, Max(integer 9) Plot]
|
|
|
|
*=> classify each valid type of model
|
|
local cmd = e(cmd)
|
|
*zt 18Feb2005
|
|
if "`cmd'"=="nbreg" | "`cmd'"=="poisson" | /*
|
|
*/ "`cmd'"=="zinb" | "`cmd'"=="zip" | /*
|
|
*/ "`cmd'"=="ztp" | "`cmd'"=="ztnb" {
|
|
}
|
|
else {
|
|
di
|
|
di in r "prcounts does not work for the last type of model estimated."
|
|
exit
|
|
}
|
|
if `max' > 99 | `max' < 0 {
|
|
di in r "max() must be in range from 0 to 99"
|
|
exit 198
|
|
}
|
|
local stem "`varlist'"
|
|
local stem = substr("`stem'", 1, 28)
|
|
cap version 7
|
|
if _rc!=0 { local stem = substr("`stem'", 1, 4) }
|
|
version 6.0
|
|
local modelis "from `cmd'"
|
|
|
|
*-> GENERATE PREDICTED RATE
|
|
quietly predict `stem'rate `if' `in', n
|
|
label variable `stem'rate "Predicted rate `modelis'"
|
|
gen `mu' = `stem'rate
|
|
|
|
*18Feb2005
|
|
* compute conditional mu
|
|
if "`cmd'"=="ztp" | "`cmd'"=="ztnb" {
|
|
quietly predict `stem'Crate `if' `in', cm
|
|
label variable `stem'Crate "Predicted conditional rate `modelis'"
|
|
}
|
|
|
|
*-> GENERATE PREDICTED FREQUENCY OF ALWAYS ZERO
|
|
if "`cmd'"=="zip" | "`cmd'"=="zinb" {
|
|
quietly predict `stem'all0 `if' `in', p
|
|
label variable `stem'all0 "Pr(always 0) `modelis'"
|
|
* predict n, n computes: exp(x*beta)*(1-all0).
|
|
* The last term needs to be removed.
|
|
quietly replace `mu' = `mu'/(1-`stem'all0) `if' `in'
|
|
}
|
|
|
|
*-> TAKE CARE OF ALPHA
|
|
*18Feb2005
|
|
if "`cmd'"=="nbreg" | "`cmd'"=="ztnb" {
|
|
sca `alpha' = e(alpha)
|
|
}
|
|
if "`cmd'"=="zinb" {
|
|
mat `b' = e(b)
|
|
local temp = colsof(`b')
|
|
sca `alpha' = `b'[1, `temp']
|
|
sca `alpha' = exp(`alpha')
|
|
}
|
|
*18Feb2005
|
|
if "`cmd'"=="nbreg" | "`cmd'"=="zinb" | "`cmd'"=="ztnb" {
|
|
sca `ai' = 1/`alpha'
|
|
sca `gai' = exp(lngamma(`ai'))
|
|
if `gai'==. {
|
|
di in r "problem with alpha prevents" /*
|
|
*/ " estimation of predicted probabilities."
|
|
exit 198
|
|
}
|
|
}
|
|
|
|
*-> GENERATE PREDICTED PROBABILITIES
|
|
local i 0
|
|
while `i' <= `max' {
|
|
local newvar "`stem'pr`i'"
|
|
*18Feb2005
|
|
if "`cmd'"=="poisson" | "`cmd'"=="ztp" {
|
|
quietly gen `newvar' = /*
|
|
*/ ((exp(-`mu'))*(`mu'^`i'))/(round(exp(lnfact(`i'))), 1) /*
|
|
*/ `if' `in'
|
|
}
|
|
*18Feb2005
|
|
if "`cmd'"=="nbreg" | "`cmd'"=="ztnb" {
|
|
quietly gen `newvar' = /*
|
|
*/ (exp(lngamma(`i'+`ai')) / /*
|
|
*/ (round(exp(lnfact(`i')),1) * exp(lngamma(`ai')))) /*
|
|
*/ * ((`ai'/(`ai'+`mu'))^`ai') * ((`mu'/(`ai'+`mu'))^`i') /*
|
|
*/ `if' `in'
|
|
}
|
|
if "`cmd'"=="zip" {
|
|
quietly gen `newvar' = (1-`stem'all0)*((exp(-`mu')) /*
|
|
*/ * (`mu'^`i'))/(round(exp(lnfact(`i'))), 1) `if' `in'
|
|
if `i'==0 {
|
|
quietly replace `newvar' = `newvar' + `stem'all0 `if' `in'
|
|
}
|
|
}
|
|
if "`cmd'"=="zinb" {
|
|
quietly gen `newvar' = (1-`stem'all0)*(exp(lngamma(`i'+`ai')) /*
|
|
*/ / ( round(exp(lnfact(`i')),1) * exp(lngamma(`ai')) ) ) /*
|
|
*/ * ((`ai'/(`ai'+`mu'))^`ai') * ((`mu'/(`ai'+`mu'))^`i') /*
|
|
*/ `if' `in'
|
|
if `i'==0 {
|
|
quietly replace `newvar' = `newvar' + `stem'all0 `if' `in'
|
|
}
|
|
}
|
|
label variable `newvar' "Pr(y=`i') `modelis'"
|
|
local i = `i' + 1
|
|
}
|
|
|
|
*spost9 zt needs to compute conditional probabilities 19feb2005
|
|
*-> GENERATE CONDITIONAL PREDICTED PROBABILITIES
|
|
if "`cmd'"=="ztp" | "`cmd'"=="ztnb" {
|
|
local i 1
|
|
while `i' <= `max' {
|
|
local newvar "`stem'Cpr`i'"
|
|
quietly gen `newvar' = `stem'pr`i'/(1-`stem'pr0)
|
|
label variable `newvar' "Pr(y=`i'|y>0) `modelis'"
|
|
local i = `i' + 1
|
|
}
|
|
} /// zt
|
|
|
|
*-> GENERATE CUMULATIVE PROBABILITIES
|
|
quietly gen `stem'cu0=`stem'pr0
|
|
label variable `stem'cu0 "Pr(y=0) `modelis'"
|
|
local i 1
|
|
while `i' <= `max' {
|
|
quietly egen `stem'cu`i' = rsum(`stem'pr0-`stem'pr`i') if `mu'~=.
|
|
label variable `stem'cu`i' "Pr(y<=`i') `modelis'"
|
|
*spost9 zt cumulative probabilities 18Feb2005
|
|
if "`cmd'"=="ztp" | "`cmd'"=="ztnb" {
|
|
quietly egen `stem'Ccu`i' = rsum(`stem'Cpr1-`stem'Cpr`i') if `mu'~=.
|
|
label variable `stem'Ccu`i' "Pr(y<=`i'|y<0) `modelis'"
|
|
}
|
|
local i = `i' + 1
|
|
}
|
|
|
|
*-> GENERATE GREATER THAN VARIABLE
|
|
quietly gen `stem'prgt = 1-`stem'cu`max' if `mu'~=.
|
|
label variable `stem'prgt "Pr(y>`max') `modelis'"
|
|
*18Feb2005
|
|
if "`cmd'"=="ztp" | "`cmd'"=="ztnb" {
|
|
quietly gen `stem'Cprgt = 1-`stem'Ccu`max' if `mu'~=.
|
|
label variable `stem'Cprgt "Pr(y>`max'|y>0) `modelis'"
|
|
}
|
|
|
|
*-> IF PLOT OPTION SPECIFIED
|
|
if "`plot'"=="plot" {
|
|
quietly gen `stem'val = .
|
|
label variable `stem'val "Count"
|
|
quietly gen `stem'obeq = .
|
|
label variable `stem'obeq "Observed Pr(y=k) `modelis'"
|
|
quietly gen `stem'preq = .
|
|
label variable `stem'preq "Predicted Pr(y=k) `modelis'"
|
|
quietly gen `stem'oble = .
|
|
label variable `stem'oble "Observed Pr(y<=k) `modelis'"
|
|
quietly gen `stem'prle = .
|
|
label variable `stem'prle "Predicted Pr(y<=k) `modelis'"
|
|
*18Feb2005
|
|
if "`cmd'"=="ztp" | "`cmd'"=="ztnb" {
|
|
quietly gen `stem'Cpreq = .
|
|
label variable `stem'Cpreq "Predicted Pr(y=k|y>0) `modelis'"
|
|
quietly gen `stem'Cprle = .
|
|
label variable `stem'Cprle "Predicted Pr(y<=k|y>0) `modelis'"
|
|
}
|
|
** bug fix -- makes sure observed probabilities are
|
|
** computed on estimation sample
|
|
if "`if'" == "" {
|
|
local if "if e(sample)==1"
|
|
}
|
|
else {
|
|
local if "`if' & e(sample)==1"
|
|
}
|
|
|
|
local i 0
|
|
while `i' <= `max' {
|
|
quietly {
|
|
local obs = `i' + 1
|
|
replace `stem'val = `i' in `obs'
|
|
tempvar count1 count2
|
|
* 1 if outcomes equal to i
|
|
gen `count1' = (`e(depvar)'==`i') `if' `in'
|
|
sum `count1' `if' `in'
|
|
replace `stem'obeq = r(mean) in `obs'
|
|
* 1 if outcome lt i
|
|
gen `count2' = (`e(depvar)'<=`i') `if' `in'
|
|
sum `count2' `if' `in'
|
|
replace `stem'oble = r(mean) in `obs'
|
|
* compute average predicted prob
|
|
sum `stem'pr`i' `if' `in'
|
|
replace `stem'preq = r(mean) in `obs'
|
|
* compute average cumulative predicted prob
|
|
sum `stem'cu`i' `if' `in'
|
|
replace `stem'prle = r(mean) in `obs'
|
|
|
|
*zt only compute if count > 0 18Feb2005*ZT
|
|
if ("`cmd'"=="ztp" | "`cmd'"=="ztnb") & `i'>0 {
|
|
sum `stem'Cpr`i' `if' `in'
|
|
replace `stem'Cpreq = r(mean) in `obs'
|
|
sum `stem'Ccu`i' `if' `in'
|
|
replace `stem'Cprle = r(mean) in `obs'
|
|
}
|
|
}
|
|
local i = `i' + 1
|
|
}
|
|
}
|
|
|
|
end
|