*! version 1.3.0 14May2012 MLB program define marg_zinbqq_prep, rclass version 10.1 syntax [if] , /// [ /// simvars(string) /// simopts(string) /// noPArsamp /// ] /// q(string) /// pobs(varname) /// sims(integer) /// n(integer) /// y(varname) /// e(real) tempvar lambda xg pr first fw tempname alpha marksample touse sum `y' if `touse' , meanonly local l = r(min) local u = r(max) qui predict double `lambda' if `touse', xb eq(#1) qui replace `lambda' = exp(`lambda') scalar `alpha' = exp([lnalpha]_b[_cons]) qui predict double `pr', pr sort `lambda' `pr' qui by `lambda' `pr': gen byte `first' = cond(`touse', _n == 1, 0) qui by `lambda' `pr' : gen double `fw' = _N if `touse' sort `touse' `y' qui gen `q' = . mata: marg_zinbqq("`pobs'", "`q'","`lambda'", `=`alpha'', "`pr'", "`first'", "`fw'", "`touse'") if "`parsamp'" == "" { qui gen `xg' = . tempname bname vname orig matrix `bname' = e(b) matrix `vname' = e(V) est store `orig' forvalues i = 1/`sims' { local nvar : word `i' of `simvars' drop `lambda' `xg' `pr' marg_parsamp, bname(`bname') v(`vname') qui predict double `lambda' if `touse', xb eq(#1) qui replace `lambda' = exp(`lambda') scalar `alpha' = exp([lnalpha]_b[_cons]) qui predict double `pr', pr qui gen double `xg' = rgamma(1/`alpha', `alpha') qui gen `nvar' = cond(runiform() < `pr', 0, rpoisson(`lambda'*`xg')) if `touse' mata: marg_dangerous_sort("`nvar'", "`touse'") local gr "`gr' || scatter `nvar' `q', msymbol(oh) color(gs10) sort `simopts'" } qui est restore `orig' } else { qui gen `xg' = . forvalues i = 1/`sims' { drop `xg' qui gen double `xg' = rgamma(1/`alpha', `alpha') local nvar : word `i' of `simvars' qui gen `nvar' = cond(runiform()<`pr', 0, rpoisson(`lambda'*`xg')) if `touse' mata: marg_dangerous_sort("`nvar'", "`touse'") local gr "`gr' || scatter `nvar' `q', msymbol(oh) color(gs10) sort `simopts'" } } return local gr `"`gr'"' end