*! version 1.5.0 07Sept2011 MLB program define hangr_nb2, rclass syntax varname [if] [fweight] , /// x(string) nobs(real) nbins(real) w(real) min(real) max(real) theor(string) /// [ par(numlist) suspended XXfit(integer 0) withx(integer 0) xwx(varname) grden(string) theorgr(string) ] if "`suspended'" != "" local minus "-" if "`weight'" != "" local wght "[`weight'`exp']" marksample touse if "`par'" == "" { if `xxfit' & `withx' == 0 { local mu = exp(_b[_cons]) local lna [lnalpha]_b[_cons] local ia = exp(-1*`lna') if `lna' < -20 { // corresponds with nbreg_lf.ado local grden exp(-`mu')*`mu'^`x'/(exp(lngamma(`x'+1))) } else { local grden exp(lngamma(`x' + `ia') - lngamma(`x'+1) - lngamma(`ia')) * (`ia'/(`ia' + `mu'))^`ia' * (`mu'/(`ia' + `mu'))^`x' } qui gen `theor' = sqrt((`grden')*`nobs'*`w') qui gen `theorgr' = `minus'sqrt((`grden')*`nobs'*`w') return local gr "scatter `theorgr' `x', msymbol(D) || line `theorgr' `x', sort" return scalar a = `mu' return scalar b = 1/`ia' } else if `xxfit' { tempvar mu lna ia partden qui predict double `mu' if `touse', n if "`e(cmd)'" == "nbreg" { qui gen double `lna' = [lnalpha]_b[_cons] if `touse' } else { qui predict double `lna' , lnalpha } qui gen double `ia' = exp(-1*`lna') qui gen `partden' = . qui gen `grden' = . qui count if `x' < . forvalues i = 1/`r(N)' { local poiss `"exp(-`mu')*`mu'^`x'[`i']/(exp(lngamma(`x'[`i']+1)))"' local nb2 `"exp(lngamma(`x'[`i'] + `ia') - lngamma(`x'[`i']+1) - lngamma(`ia')) * (`ia'/(`ia' + `mu'))^`ia' * (`mu'/(`ia' + `mu'))^`x'[`i']"' qui replace `partden' = cond(`lna' > -20, `nb2', `poiss') if `touse' sum `partden' `wght' if `touse', meanonly qui replace `grden' = r(mean) in `i' } qui gen `theor' = sqrt(`nobs'*`w'*(`grden')) qui gen `theorgr' = `minus'`theor' return local gr "scatter `theorgr' `x', msymbol(D) || line `theorgr' `x', sort" } } else { local mu : word 1 of `par' local ia = 1/`: word 2 of `par'' local grden exp(lngamma(`x' + `ia') - lngamma(`x'+1) - lngamma(`ia')) * (`ia'/(`ia' + `mu'))^`ia' * (`mu'/(`ia' + `mu'))^`x' qui gen `theor' = sqrt((`grden')*`nobs'*`w') qui gen `theorgr' = `minus'sqrt((`grden')*`nobs'*`w') return local gr "scatter `theorgr' `x', msymbol(D) || line `theorgr' `x', sort" return scalar a = `mu' return scalar b = 1/`ia' } end