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simulation from negative binomail distribution

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Occasional Contributor
Posts: 11
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simulation from negative binomail distribution

[ Edited ]

I am using base sas 9.4. Now I am working on Simulating data.

After I fitted data to negative binomial distribution using the following code ;

 

proc countreg data=claim;
         model y = / dist=negbin;
         output out=exp_nb prob=prob_nb;
         freq freq;
         run;

     proc format;
         value yfmt     
           7-high = ">=7";
         run;
      
      proc means sum nway data=exp_nb;
         class y;
         var prob_nb;
         format y yfmt.;
         output out=exp_nb sum=_testp_;
         run;

      data exp_nb;
         set exp_nb;
         sumexp + _testp_;
         sumtolast = lag(sumexp);
         if y=7 then _testp_ = 1 - sumtolast;
         run;

      proc freq data=claims;
         table y / chisq(testp=exp_nb df=-2 lrchisq);
         format y yfmt.;
         weight freq;
         run;

 

Then I got only p-value from fitting this data.

Now I want to simulate data from negative binomial distribution.

How can I do that ? please help

(version of sas program do not have Proc iml procedure)


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‎07-10-2017 10:51 PM
PROC Star
Posts: 766

Re: simulation from negative binomail distribution

You can simulate data from a negative binomial distribution using the RAND function like this

 

data negbin;
	do x = 1 to 1000;
		y = rand('negbinomial', 0.5, 2);
		output;
	end;
run;

title 'Plot the Simulated Data';
proc sgplot data = negbin;
	histogram y;
run;
title;

Adjust p and k to your liking. The documentation is here

 

 

http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a001466748.htm

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Solution
‎07-10-2017 10:51 PM
PROC Star
Posts: 766

Re: simulation from negative binomail distribution

You can simulate data from a negative binomial distribution using the RAND function like this

 

data negbin;
	do x = 1 to 1000;
		y = rand('negbinomial', 0.5, 2);
		output;
	end;
run;

title 'Plot the Simulated Data';
proc sgplot data = negbin;
	histogram y;
run;
title;

Adjust p and k to your liking. The documentation is here

 

 

http://support.sas.com/documentation/cdl/en/lrdict/64316/HTML/default/viewer.htm#a001466748.htm

Occasional Contributor
Posts: 11

Re: simulation from negative binomail distribution

could you please tell me that how can I know p of this data from fitting the distribution.

because when I fitted this distribution I fitted from raw data of frequency of claim of each auto policy. That's why I do not know P of this data.

Super User
Posts: 10,044

Re: simulation from negative binomail distribution

[ Edited ]

Ha. Here is.

http://blogs.sas.com/content/iml/2012/04/04/fitting-a-poisson-distribution-to-data-in-sas.html

 

 

proc genmod data=MyData;
   model N = / dist=negbin;
   output out=Fit p=lambda;
run;

 

http://support.sas.com/kb/24/166.html

Occasional Contributor
Posts: 11

Re: simulation from negative binomail distribution

I am sorry to bother you. But after following your suggestion I got the attached output.

How can I know this model fits the data or not.

 


Capture.JPG
Super User
Posts: 10,044

Re: simulation from negative binomail distribution

 It looks good.  
Value/DF is near  1 .

☑ This topic is solved.

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