Setup initial file structure
This commit is contained in:
662
Modules/ado/plus/g/gllas_yu.ado
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662
Modules/ado/plus/g/gllas_yu.ado
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*! version 1.0.4 SRH 12 September 2003
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program define gllas_yu
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version 6.0
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* simulates y given u
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args y lpred mu what
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if "`what'"==""{
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local what = 0
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}
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* what=0: simulate y
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* what=1: mu and y
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* what=5: get mu, return in y
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* what=6: Pearson residual
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* what=7: Deviance residual
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* what=8: Anscombe residual
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tempvar zu xb /* linear predictor and zu: r.eff*design matrix for r.eff */
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/* ----------------------------------------------------------------------------- */
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*quietly{
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* matrix list M_znow
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* disp "ML_y1: $ML_y1 " $ML_y1[$which]
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* matrix list M_ip
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* disp " xb1 = " $HG_xb1[$which]
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* disp " zu = " `zu'[$which]
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if $HG_mlog>0{
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qui gen double `zu' = `lpred' - $HG_xb1
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if `what'<=1{
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simnom `y' `zu'
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}
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if `what'==1|`what'==5{
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nominal `mu' `zu' 5
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if `what'==5{
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qui replace `y' = `mu'
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}
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}
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if `what'>5{
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nominal `y' `zu' `what'
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}
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}
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if $HG_oth{
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if "$HG_lv"~=""&($HG_nolog>0|$HG_mlog>0){
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local myand $HG_lvolo~=1
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}
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*quietly gen double `mu' = 0
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link "$HG_link" `mu' `lpred' $HG_s1
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if $HG_comp>0{
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compos `mu' "`myand'"
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}
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if `what'==5{
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local ifs
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if "`myand'"~=""{
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local ifs if `myand'
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}
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qui replace `y' = `mu' `ifs'
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}
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else{
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family "$HG_famil" `y' `mu' "`myand'" `what'
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}
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}
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if $HG_nolog>0{
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if `what'<=1{
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simord `y' `lpred'
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}
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if `what'==1|`what'==5{
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ordinal `mu' `lpred' 5
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if `what'==5{
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qui replace `y' = `mu' if $HG_lvolo==1
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}
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}
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if `what'>5{
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ordinal `y' `lpred' `what'
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}
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}
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*} /* qui */
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end
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program define compos
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version 6.0
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args mu und
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tempvar junk mu2
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local ifs
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if "`und'"~=""{
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local ifs if `und'
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}
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qui gen double `junk'=0
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qui gen double `mu2'=.
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local i = 1
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*disp in re "in compos: HG_clus is: $HG_clus"
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while `i'<= $HG_comp{
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*disp in re "in compos: variable HG_co`i' is: ${HG_co`i'}"
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qui replace `junk' = `mu'*${HG_co`i'}
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qui by $HG_clus: replace `junk' = sum(`junk')
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qui by $HG_clus: replace `mu2' = `junk'[_N] if $HG_ind==`i'
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local i = `i' + 1
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}
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qui replace `mu' = `mu2' `ifs'
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end
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program define nominal
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version 6.0
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args res zu what
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tempvar mu den
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if $HG_smlog{
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local s $HG_s1
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}
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else{
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local s = 1
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}
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local and
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if "$HG_lv"~=""{
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local and & $HG_lv == $HG_mlog
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local mlif if $HG_lv == $HG_mlog
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}
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* disp "mlogit link `mlif'"
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if $HG_exp==1&$HG_expf==0{
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qui gen double `mu' = exp(`zu'/`s') if $ML_y1==M_respm[1,1] `and'
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local n=rowsof(M_respm)
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local i=2
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while `i'<=`n'{
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local prev = `i' - 1
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* disp "xb`prev':" ${HG_xb`prev'}[$which]
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qui replace `mu' = exp( (${HG_xb`prev'} + `zu')/`s') if $ML_y1==M_respm[`i',1] `and'
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local i = `i' + 1
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}
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sort $HG_clus $HG_ind
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qui by $HG_clus: gen double `den'=sum(`mu') `mlif'
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qui by $HG_clus: replace `mu' = `mu'/`den'[_N] `mlif'
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if `what'>5{
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res_b `res' `mu' $HG_ind "`mlif'" " " `what'
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* res_b res mu y if and what
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}
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}
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else if $HG_exp==1&$HG_expf==1{
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qui gen double `mu' = exp(($HG_xb1 + `zu')/`s') `mlif'
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sort $HG_clus $HG_ind
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qui by $HG_clus: gen double `den'=sum(`mu') `mlif'
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qui by $HG_clus: replace `mu' = `mu'/`den'[_N] `mlif'
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if `what'>5{
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res_b `res' `mu' $HG_ind "`mlif'" " " `what'
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}
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}
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else{
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tempvar den tmp
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local n=rowsof(M_respm)
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local i = 2
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qui gen double `mu' = 1 if $HG_outc==M_respm[1,1] `mlif'
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qui gen double `den' = 1
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qui gen double `tmp' = 0
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while `i'<= `n'{
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local prev = `i' - 1
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qui replace `tmp' = exp((${HG_xb`prev'} + `zu')/`s') `mlif'
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qui replace `mu' = `tmp' if $HG_outc==M_respm[`i',1] `mlif'
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qui replace `den' = `den' + `tmp' `mlif'
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local i = `i' + 1
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}
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qui replace `mu' = `mu'/`den' `mlif'
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if `what'>5{
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tempname y
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qui gen `y' = $ML_y1==$HG_outc
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res_b `res' `mu' `y' "`mlif'" " " `what'
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}
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}
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if `what'==5{
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qui replace `res' = `mu' `mlif'
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}
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end
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program define simnom
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version 6.0
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args y zu
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tempvar mu
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tempvar r
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qui gen double `r' = uniform()
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if $HG_smlog{
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local s $HG_s1
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}
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else{
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local s = 1
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}
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local and
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if "$HG_lv"~=""{
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local and & $HG_lv == $HG_mlog
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local mlif if $HG_lv == $HG_mlog
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}
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* disp "mlogit link `mlif'"
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if $HG_exp==1&$HG_expf==0{
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qui gen double `mu' = `zu'/`s' -ln(-ln(`r')) if $ML_y1==M_respm[1,1] `and'
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local n=rowsof(M_respm)
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local i=2
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while `i'<=`n'{
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local prev = `i' - 1
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* disp "xb`prev':" ${HG_xb`prev'}[$which]
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qui replace `mu' = (${HG_xb`prev'} + `zu')/`s' -ln(-ln(`r')) if $ML_y1==M_respm[`i',1] `and'
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local i = `i' + 1
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}
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sort $HG_clus `mu'
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qui by $HG_clus: replace `y'=_n==_N `mlif'
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}
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else if $HG_exp==1&$HG_expf==1{
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qui gen double `mu' = ($HG_xb1 + `zu')/`s' -ln(-ln(`r')) `mlif'
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sort $HG_clus `mu'
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qui by $HG_clus: replace `y'=_n==_N `mlif'
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}
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else{
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tempvar den tmp1 tmp2
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local n=rowsof(M_respm)
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local i = 2
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qui gen double `mu' = 1 if $ML_y1==M_respm[1,1] `mlif'
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qui gen double `den' = 1
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while `i'<= `n'{
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local prev = `i' - 1
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qui replace `den' = `den' + exp((${HG_xb`prev'} + `zu')/`s') `mlif'
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local i = `i' + 1
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}
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qui gen double `tmp1' = 1/`den'
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qui replace `y' = M_respm[1,1] if `r'<`tmp1' `mlif'
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qui gen double `tmp2' = `tmp1'
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local i = 2
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while `i'< `n'{
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local prev = `i' - 1
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qui replace `tmp2' = `tmp1' + exp((${HG_xb`prev'} + `zu')/`s')/`den' `mlif'
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qui replace `y' = M_respm[`i',1] if `r'<`tmp2' & `r'>=`tmp1' `mlif'
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qui replace `tmp1' = `tmp2'
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local i = `i' + 1
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}
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qui replace `y' = M_respm[`n',1] if `r'>=`tmp2' `mlif'
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}
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end
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program define ordinal
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version 6.0
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args res lpred what
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local no = 1
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local xbind = 2
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tempvar mu mu1 l y
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qui gen double `l' = 0
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qui gen double `mu' = 0
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qui gen double `mu1' = 0
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qui gen `y' = 0
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local nxt = 0
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while `no' <= $HG_nolog{
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local olog = M_olog[1,`no']
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local lnk: word `no' of $HG_linko
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if "`lnk'"=="ologit"{
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local func logitl
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}
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else if "`lnk'"=="oprobit"{
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local func probitl
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}
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else if "`lnk'"=="ocll"{
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local func cll
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}
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else if "`lnk'"=="soprobit"{
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local func sprobitl
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}
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local if
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if "$HG_lv"~=""&$HG_nolog>0{
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local if if $HG_lv == `olog'
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}
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local where = `nxt' + M_above[1,`no'] + 1
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* disp in re "no = `no', where = `where' if = `if' "
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qui replace `l' = -`lpred'+${HG_xb`where'}
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`func' `l' `mu1'
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qui replace `mu' = 1-`mu1' `if'
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if `what'>5{
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local ab = M_above[1,`no']
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local ab = M_resp[`ab',`no']
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* disp in re "replace y = y > `ab' `if' "
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qui replace `y' = $ML_y1 > `ab' `if'
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}
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local n=M_nresp[1,`no']
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local nxt = `nxt' + `n' - 1
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local no = `no' + 1
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} /* next ordinal response */
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if `what'==5{
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qui replace `res' = `mu' if $HG_lvolo==1
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}
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else{
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res_b `res' `mu' `y' "if $HG_lvolo==1" " " `what'
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}
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end
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program define simord
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version 6.0
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args y lpred
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local no = 1
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local xbind = 2
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tempvar mu p1 p2 r
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qui gen double `p1' = 0
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qui gen double `p2' = 0
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qui gen double `mu' = 0
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qui gen double `r' = uniform()
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while `no' <= $HG_nolog{
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local olog = M_olog[1,`no']
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local lnk: word `no' of $HG_linko
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if "`lnk'"=="ologit"{
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local func logitl
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}
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else if "`lnk'"=="oprobit"{
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local func probitl
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}
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else if "`lnk'"=="ocll"{
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local func cll
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}
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else if "`lnk'"=="soprobit"{
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local func sprobitl
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}
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local and
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if "$HG_lv"~=""&$HG_nolog>0{
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local and & $HG_lv == `olog'
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}
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* disp "ordinal link is `lnk', and = `and'"
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local n=M_nresp[1,`no']
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* disp "HG_xb1: " $HG_xb1
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* disp "xbind = " `xbind'
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* disp ${HG_xb`xbind'}[$which]
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qui replace `mu' = -`lpred'+${HG_xb`xbind'}
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`func' `mu' `p1'
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qui replace `y' = M_resp[1,`no'] if `r'<`p1' `and'
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qui replace `p2' = `p1'
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local i = 2
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while `i' < `n'{
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local nxt = `xbind' + `i' - 1
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*disp "response " M_resp[`i',`no']
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*disp "HG_xb`nxt' " ${HG_xb`nxt'}[$which]
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qui replace `mu' = -`lpred'+${HG_xb`nxt'}
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*disp "mu " `mu'[$which]
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`func' `mu' `p2'
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*disp "p1 and p2: " `p1'[$which] " " `p2'[$which]
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qui replace `y' = M_resp[`i',`no'] if `r'<`p2' & `r'>=`p1' `and'
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qui replace `p1' = `p2'
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local i = `i' + 1
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}
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local xbind = `xbind' + `n' -1
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qui replace `y' = M_resp[`n',`no'] if `r'>=`p2' `and'
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local no = `no' + 1
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} /* next ordinal response */
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||||
*tab $ML_y1 if `y'==. `and'
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end
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||||
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||||
program define logitl
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||||
version 6.0
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||||
args mu p
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||||
qui replace `p' = 1/(1+exp(-`mu'))
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||||
end
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||||
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||||
program define cll
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||||
version 6.0
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args mu p
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qui replace `p' = 1-exp(-exp(`mu'))
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end
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||||
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||||
program define probitl
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||||
version 6.0
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args mu p
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qui replace `p' = normprob(`mu')
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end
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||||
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||||
program define sprobitl
|
||||
version 6.0
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||||
args mu p
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||||
qui replace `p' = normprob(`mu'/$HG_s1)
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||||
end
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||||
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||||
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||||
program define link
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||||
version 6.0
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||||
* returns mu for requested link
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||||
args which mu lpred s1
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||||
* disp " in link, which is `which' "
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||||
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||||
tokenize "`which'"
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||||
local i=1
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||||
local ifs
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||||
while "`1'"~=""{
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||||
if "$HG_lv" ~= ""{
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||||
local oth = M_oth[1,`i']
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||||
local ifs if $HG_lv==`oth'
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||||
}
|
||||
* disp "`1' link `ifs'"
|
||||
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||||
if ("`1'" == "logit"){
|
||||
quietly replace `mu' = 1/(1+exp(-`lpred')) `ifs'
|
||||
}
|
||||
else if ("`1'" == "probit"){
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||||
* disp "doing probit "
|
||||
quietly replace `mu' = normprob((`lpred')) `ifs'
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||||
}
|
||||
else if ("`1'" == "sprobit"){
|
||||
quietly replace `mu' = normprob((`lpred')/`s1') `ifs'
|
||||
}
|
||||
else if ("`1'" == "log"){
|
||||
* disp "doing log "
|
||||
quietly replace `mu' = exp(`lpred') `ifs'
|
||||
}
|
||||
else if ("`1'" == "recip"){
|
||||
* disp "doing recip "
|
||||
quietly replace `mu' = 1/(`lpred') `ifs'
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||||
}
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||||
else if ("`1'" == "cll"){
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||||
* disp "doing cll "
|
||||
quietly replace `mu' = 1 - exp(-exp(`lpred')) `ifs'
|
||||
}
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||||
else if ("`1'" == "ident"){
|
||||
quietly replace `mu' = `lpred' `ifs'
|
||||
}
|
||||
local i = `i' + 1
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||||
mac shift
|
||||
}
|
||||
|
||||
end
|
||||
|
||||
program define family
|
||||
version 6.0
|
||||
args which y mu und what
|
||||
|
||||
tokenize "`which'"
|
||||
local i=1
|
||||
* disp "in family, und = `und'"
|
||||
if "$HG_fv" == ""{
|
||||
local ifs
|
||||
if "`und'"~=""{local und if `und'}
|
||||
}
|
||||
else{
|
||||
if "`und'"~=""{local und & `und'}
|
||||
}
|
||||
while "`1'"~=""{
|
||||
if "$HG_fv" ~=""{
|
||||
local ifs if $HG_fv == `i'
|
||||
}
|
||||
if ("`1'" == "binom"){
|
||||
if `what'==0{
|
||||
sim_b `y' `mu' "`ifs'" "`und'"
|
||||
}
|
||||
else{
|
||||
res_b `y' `mu' $ML_y1 "`ifs'" "`und'" `what'
|
||||
}
|
||||
}
|
||||
else if ("`1'" == "poiss"){
|
||||
if `what'==0{
|
||||
sim_p `y' `mu' "`ifs'" "`und'"
|
||||
}
|
||||
else{
|
||||
res_p `y' `mu' "`ifs'" "`und'" `what'
|
||||
}
|
||||
}
|
||||
else if ("`1'" == "gauss") {
|
||||
if `what'==0{
|
||||
sim_g `y' `mu' $HG_s1 "`ifs'" "`und'"
|
||||
}
|
||||
else{
|
||||
res_g `y' `mu' $HG_s1 "`ifs'" "`und'" `what'
|
||||
}
|
||||
}
|
||||
else if ("`1'" == "gamma"){
|
||||
if `what'==0{
|
||||
sim_ga `y' `mu' $HG_s1 "`ifs'" "`und'"
|
||||
}
|
||||
else{
|
||||
res_ga `y' `mu' $HG_s1 "`ifs'" "`und'" `what'
|
||||
}
|
||||
}
|
||||
else{
|
||||
disp in re "unknown family in gllas_yu"
|
||||
exit 198
|
||||
}
|
||||
local i = `i' + 1
|
||||
mac shift
|
||||
}
|
||||
end
|
||||
|
||||
program define res_g
|
||||
version 6.0
|
||||
* stolen from glim_p and glim_v1
|
||||
args res mu s1 if and what
|
||||
if `what'==6{ /* Pearson */
|
||||
qui replace `res' = ($ML_y1-`mu')/ `s1' `if' `and'
|
||||
exit
|
||||
}
|
||||
else if `what'==7{ /* Deviance */
|
||||
*qui replace `res'= sign($ML_y1-`mu')*sqrt(($ML_y1-`mu')^2/ `s1'^2) `if' `and'
|
||||
qui replace `res' = ($ML_y1-`mu')/ `s1' `if' `and'
|
||||
exit
|
||||
|
||||
}
|
||||
else if `what'==8{ /* Anscombe */
|
||||
qui replace `res' = ($ML_y1-`mu')/ `s1' `if' `and'
|
||||
}
|
||||
end
|
||||
|
||||
program define res_b
|
||||
version 6.0
|
||||
* stolen from glim_p and glim_v2
|
||||
args res mu y if and what
|
||||
tempvar mu_n
|
||||
gen double `mu_n' = `mu'*$HG_denom
|
||||
if `what'==6{ /* Pearson */
|
||||
qui replace `res' = (`y'-`mu_n')/sqrt(`mu_n'*(1-`mu')) `if' `and'
|
||||
exit
|
||||
}
|
||||
else if `what'==7{ /* Deviance */
|
||||
*if $HG_denom == 1 {
|
||||
* qui replace `res' = cond(`y', /*
|
||||
* */ -2*ln(`mu_n'), -2*ln(1-`mu_n')) `if' `and'
|
||||
*}
|
||||
*else{
|
||||
qui replace `res' = cond(`y'>0 & `y'<$HG_denom, /*
|
||||
*/ 2*`y'*ln(`y'/`mu_n') + /*
|
||||
*/ 2*($HG_denom-`y') * /*
|
||||
*/ ln(($HG_denom-`y')/($HG_denom-`mu_n')), /*
|
||||
*/ cond(`y'==0, 2*$HG_denom * /*
|
||||
*/ ln($HG_denom/($HG_denom-`mu_n')), /*
|
||||
*/ 2*`y'*ln(`y'/`mu_n')) ) `if' `and'
|
||||
*}
|
||||
|
||||
qui replace `res'= sign(`y'-`mu_n')*sqrt(`res') `if' `and'
|
||||
exit
|
||||
|
||||
}
|
||||
else if `what'==8{ /* Anscombe */
|
||||
tempname b23
|
||||
scalar `b23' = exp(2*lngamma(2/3)-lngamma(4/3))
|
||||
qui replace `res' = /*
|
||||
*/ 1.5*(`y'^(2/3)*_hyp2f1(`y'/$HG_denom) - /*
|
||||
*/ `mu_n'^(2/3)*_hyp2f1(`mu')) / /*
|
||||
*/ ((`mu_n'*(1-`mu'))^(1/6)) `if' `and'
|
||||
}
|
||||
end
|
||||
|
||||
program define res_p
|
||||
version 6.0
|
||||
* stolen from glim_p and glim_v3
|
||||
args res mu if and what
|
||||
if `what'==6{ /* Pearson */
|
||||
qui replace `res' = ($ML_y1-`mu')/sqrt(`mu') `if' `and'
|
||||
exit
|
||||
}
|
||||
else if `what'==7{ /* Deviance */
|
||||
qui replace `res' = cond($ML_y1==0, 2*`mu', /*
|
||||
*/ 2*($ML_y1*ln($ML_y1/`mu')-($ML_y1-`mu'))) `if' `and'
|
||||
qui replace `res'= sign($ML_y1-`mu')*sqrt(`res') `if' `and'
|
||||
exit
|
||||
|
||||
}
|
||||
else if `what'==8{ /* Anscombe */
|
||||
qui replace `res' = 1.5*($ML_y1^(2/3)-`mu'^(2/3)) / `mu'^(1/6) `if' `and'
|
||||
}
|
||||
end
|
||||
|
||||
program define res_ga
|
||||
version 6.0
|
||||
* stolen from glim_p and glim_v4
|
||||
args res mu s1 if and what
|
||||
if `what'==6{ /* Pearson */
|
||||
qui replace `res' = ($ML_y1-`mu')/`mu' `if' `and'
|
||||
exit
|
||||
}
|
||||
else if `what'==7{ /* Deviance */
|
||||
qui replace `res' = -2*(ln($ML_y1/`mu') - ($ML_y1-`mu')/`mu')
|
||||
qui replace `res'= sign($ML_y1-`mu')*sqrt(`res') `if' `and'
|
||||
exit
|
||||
|
||||
}
|
||||
else if `what'==8{ /* Anscombe */
|
||||
qui replace `res' = 3*($ML_y1^(1/3)-`mu'^(1/3))/`mu'^(1/3) `if' `and'
|
||||
}
|
||||
end
|
||||
|
||||
program define sim_g
|
||||
version 6.0
|
||||
* returns conditionally normally distributed y
|
||||
args y mu s1 if and
|
||||
* disp "running famg `if' `and'"
|
||||
* disp "s1 = " `s1'[$which] ", mu = " `mu'[$which] " and Y = " $ML_y1[$which]
|
||||
quietly replace `y' = invnorm(uniform())*`s1' + `mu' `if' `and'
|
||||
end
|
||||
|
||||
program define sim_b
|
||||
version 6.0
|
||||
* returns y with binomial distribution conditional on r.effs
|
||||
* $HG_denom is denominator
|
||||
args y mu if and
|
||||
* disp "running famb `if' `and'"
|
||||
* disp "mu = " `mu'[$which] " and Y = " $ML_y1[$which]
|
||||
qui replace `y' = uniform()<`mu' `if' `and'
|
||||
qui summ $HG_denom `if' `and'
|
||||
if r(N)>0{
|
||||
local max = r(max)
|
||||
if `max'>1{
|
||||
tempvar left
|
||||
qui gen int `left' = $HG_denom - 1
|
||||
local i = 1
|
||||
while `i'<`max'{
|
||||
qui replace `y' = `y' + (uniform()<`mu'&`left'>0) `if' `and'
|
||||
qui replace `left' = `left' - 1
|
||||
local i = `i' + 1
|
||||
}
|
||||
}
|
||||
}
|
||||
end
|
||||
|
||||
program define sim_p
|
||||
version 6.0
|
||||
* simulates counts from Poisson distribution
|
||||
|
||||
args y mu if and
|
||||
*!! disp "running famp `if'"
|
||||
* disp in re "if and: `if' `and'"
|
||||
|
||||
tempvar t p
|
||||
qui gen double `t' = 0 `if' `and'
|
||||
qui gen int `p' = 0 `if' `and'
|
||||
local n = 1
|
||||
while `n' >0 {
|
||||
qui replace `t' = `t' -ln(1-uniform())/`mu' `if' `and'
|
||||
qui replace `p' = `p' + 1 if `t'<1
|
||||
qui count if `t' < 1
|
||||
local n = r(N)
|
||||
}
|
||||
quietly replace `y' = `p' `if' `and'
|
||||
* disp "done famp"
|
||||
end
|
||||
|
||||
program define sim_ga
|
||||
version 6.0
|
||||
* returns log of gamma density conditional on r.effs
|
||||
args y mu s1 if and
|
||||
*!! disp "running famg `if'"
|
||||
*!! disp "mu = " `mu'[$which]
|
||||
*!! disp "s1 = " `s1'[$which]
|
||||
qui replace `mu' = 0.0001 if `mu' <= 0
|
||||
tempvar nu
|
||||
qui gen double `nu' = `s1'^(-2)
|
||||
quietly replace `y' = /*
|
||||
*/ `nu'*(ln(`nu')-ln(`mu')) - lngamma(`nu')/*
|
||||
*/ + (`nu'-1)*ln($ML_y1) - `nu'*$ML_y1/`mu' `if' `and'
|
||||
end
|
||||
Reference in New Issue
Block a user