nb2_syn function

Negative binomial (NB2): generic synthetic negative binomial data and model

nb2_syn is a generic function for developing synthetic NB2 data and a model given user defined specifications.

nb2_syn(nobs = 50000, off = 0, alpha = 1, xv = c(1, 0.75, -1.5))

Arguments

• nobs: number of observations in model, Default is 50000
• alpha: NB2 heterogeneity or ancillary parameter
• off: optional: log of offset variable
• xv: predictor coefficient values. First argument is intercept. Use as xv = c(intercept , x1_coef, x2_coef, ...)

Details

Create a synthetic negative binomial (NB2) regression model using the appropriate arguments. Model data with predictors indicated as a group with a period (.). Offset optional. If no offset is desired, drop "off= loff" from nb2_syn function call and "+ loff" from glm.nb function call. See examples.

Data can be estimated using the glm.nb() function, or the ml.nb2() function in the COUNT package, or by using the gamlss function in the gamlss package, with "family=NBI" option.

Returns

• nby: Negative binomial response; number of counts

• sim.data: synthetic data set

References

Hilbe, J.M. (2011), Negative Binomial Regression, second edition, Cambridge University Press.

Author(s)

Andrew Robinson, Universty of Melbourne, Australia, and Joseph M. Hilbe, Arizona State University, Jet Propulsion Laboratory, California Institute of Technology

See Also

poisson_syn, nb1_syn, nbc_syn

Examples

library(MASS)           

sim.data <- nb2_syn(nobs = 500, alpha = .5, xv = c(2, .75, -1.25))
mynb2 <- glm.nb(nby ~ . , data = sim.data)
summary(mynb2)
confint(mynb2)

# with offset
oset <- rep(1:5, each=100, times=1)*100 
loff <- log(oset)   
sim.data <- nb2_syn(nobs = 500, off = loff, alpha = .5, xv = c(1.2, -.75, .25, -1.3))
mypof <- glm.nb(nby ~ . + loff, data = sim.data)
summary(mypof)
confint(mypof)

# without offset, exponentiated coefficients, CI's
sim.data <- nb2_syn(nobs = 500, alpha = .75, xv = c(1, .5, -1.4))
mynbf <- glm.nb(nby ~ . , data = sim.data)
exp(coef(mynbf))
exp(confint(mynbf))

## Not run:

# default, without offset
sim.data <- nb2_syn()
dnb2 <- glm.nb(nby ~ . , data = sim.data)
summary(dnb2)
## End(Not run)

# use ml.nb2.r function
sim.data <- nb2_syn(nobs = 500, alpha = .5, xv = c(2, .75, -1.25))
mynb2x <- ml.nb2(nby ~ . , data = sim.data)
mynb2x

## Not run:

# use gamlss function for modeling data after sim.data created
library(gamlss)
sim.data <- nb2_syn(nobs = 500, alpha = .5, xv = c(2, .75, -1.25))
gamnb <- gamlss(nby ~ ., family=NBI, data = sim.data)
gamnb
## End(Not run)