*
* Example 7.3.2 on pp 215-217
*
open data patents.dat
data(format=prn,org=columns) 1 181 p91 p90 lr91 lr90 aerosp chemist computer machines vehicles japan us
*
* STATISTICS with FRACTILES will get not just the moment-based summary statistics
* like mean and standard error, but will also do the most important sample
* fractiles.
*
stats(fractiles) p91
*
* Poisson models without and with robust (QMLE) standard errors
*
ddv(type=count) p91
# constant lr91 aerosp chemist computer machines vehicles japan us
ddv(type=count,robust) p91
# constant lr91 aerosp chemist computer machines vehicles japan us
*
* NegBin I
*
frml(lastreg,vector=b) muf
*
nonlin b delta
frml negbini  = mm=(exp(muf)/delta),pp=1.0/(1+delta),%lognegbin(p91,mm,pp)
compute delta=1.0
maximize(iters=500) negbini
*
* NegBin II
*
nonlin b alpha
compute alpha=.1
frml negbinii = mm=1.0/alpha,pp=1.0/(1+alpha*exp(muf)),%lognegbin(p91,mm,pp)
*
maximize(iters=500) negbinii