* 0-TRUNCATED POISSON REGRESSION : Joseph Hilbe 14Dec1997 * OPTIONS: tolerance,log,offset,score,robust,cluster, eform program define trpois0 version 5.0 local options "Level(integer $S_level) IRr" if "`*'"=="" | substr("`1'",1,1)=="," { if "$S_E_cmd"=="trpois0" { error 301 } parse "`*'" if `level'<10 | `level'> 99 { di in red "level() must be between 10 and 99" exit 198 } } else { local varlist "req ex" local options "`options' LTolerance(real -1) noLOg ITerate OFfset(string) SCore(string) Robust CLuster(string) *" local in "opt" local if "opt" local weight "fweight aweight" parse "`*'" parse "`varlist'",parse(" ") if "`log'"!="" { local log "quietly" } global S_mloff "`offset'" tempvar touse mysamp tempname b f V mark `touse' `if' `in' markout `touse' `varlist' `offset' if "`weight'" != "" { tempvar wvar gen double `wvar' `exp' } else local wvar 1 if ("`weight'"=="aweight") { qui sum `wvar' qui replace `wvar' = `wvar'/_result(3) } if "`offset'" != "" { local ovar "`offset'" } else local ovar 0 * ESTIMATION OF LL0 quietly { eq `1': `1' ml begin ml function trpoislf ml method lf ml model `b' = `1' ml sample `mysamp' [`weight' `exp'] if `touse' `log' ml maximize `f' `V', `options' local lf0 = `f' drop `mysamp' } * ESTIMATION OF FULL MODEL eq `1': `varlist' ml begin ml function trpoislf ml method lf ml model `b' = `1' ml sample `mysamp' [`weight' `exp'] if `touse' `log' ml maximize `f' `V', `options' ml post trpois, title("0-Truncated Poisson Estimates") lf0(`lf0') pr2 * ROBUST CALCULATIONS local y "`1'" mac shift global rhs `*' tempname b V tempvar xb e mat `b' = get(_b) mat `V' = get(VCE) predict double `xb', index qui gen double `e' = (`y'-exp(`xb'+`ovar') - (exp(`xb'+`ovar') * exp(-exp(`xb'+`ovar')))/(1-exp(-exp(`xb'+`ovar')))) if `touse' if "`score'"!="" { gen `score' = `e' } if "`robust'"!="" & "`cluster'"=="" { _robust `e' if `touse' qui test $rhs, min local ch2 = _result(6) } if "`cluster'"!="" { _robust `e' if `touse', cluster(`cluster') qui test $rhs, min local ch2 = _result(6) } if "`irr'"!="" { local eform "eform(IRR)" } } ml mlout trpois, level(`level') `eform' end