*!version 1.1 1999 Joseph Hilbe * version 1.0.0 1993 Joseph Hilbe, Walter Linde-Zwirble * Poisson distribution random number generator with dispersion parameter * Example: rndpod 1000 4 1.2 [set obs 1000; 4 = mean, * 1.2 the sigma of xm - the random deviate] program define rndpod version 4.0 clear set type double qui { local cases `1' set obs `cases' mac shift local xm `1' mac shift local sp `1' tempvar em t ds sum1 ran1 g ran2 gen `ran2' = invnorm(uniform()) gen `g' = exp(-`xm'+(`ran2'*`sp')) gen `em'= -1 gen `t' = 1.0 gen `ran1' = uniform() gen `ds' = 1 count if `ds'>0 noi di in gr "( Generating " _c while _result(1)>0 { replace `em' = `em'+ 1 if (`ds'==1) replace `t' = `t' * `ran1' if (`ds'==1) replace `ds'=0 if (`g' > `t') replace `ran1' = uniform() noi di in gr "." _c count if `ds'>0 } gen xp = int(`em'+0.5) noi di in gr " )" noi di in bl "Variable " in ye "xp " in bl "created." lab var xp "Poisson random variable with dispersion" set type float } end