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