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Simulating underdispersed counts

3 messages · René Holst, Greg Snow, Gerard M. Keogh

René Holst
# 
Hello,

Anyone who knows a fast and accurate algorithm for generating draws from an underdispersed Poisson distribution. Or even better, if there is a package containing such an implementation.

Thanks

Rene
Greg Snow
# 
Accurate probably depends on what exactly you want to accomplish with the simulation, but one simple approach would be to generate more data than you need from a regular Poisson distribution, then throw away the extreme values on both sides.

--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111
Gerard M. Keogh
# 
V interesting point Greg.

But are you not just suggesting left and right truncation?
It strikes me that if the data are Poission then a mixture is likely to be
better - something akin to zero-deflated.
Neg binomail works for greater variance == mix a gamma and poisson, but I'm
unsure what to mix to deflate the variance - maybe bernoulli.

In any event, one possibility is that the data are dependnent (e.g. family
data) so to get a underdispersion you could draw from the poisson and then
redraw from the result based on some condition such as closeness (e.g. as a
proxy for family size).

Hope this helps!
Gerard




                                                                           
             Greg Snow                                                     
             <Greg.Snow at imail.                                             
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             04/12/2008 17:21                                      Subject 
                                       Re: [R] Simulating underdispersed   
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Accurate probably depends on what exactly you want to accomplish with the
simulation, but one simple approach would be to generate more data than you
need from a regular Poisson distribution, then throw away the extreme
values on both sides.

--
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
801.408.8111
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