[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: RE: negative binomial |

Date |
Thu, 6 Feb 2003 19:14:40 -0000 |

grsanta@unict.it > many thanks for answering. I am not sure I understood what > you said. I tell you > what I have done: > 1. I have run a poisson regression model where I estimated > a count data > dependent variable as a function of 13 variables calculated > across 90 > observations + a costant, using the "poisson" command. > 2. by using the "poisgof" command I then evaluated the > goodness of fit, which > gives me a chi2 prob = 0.9. > 3. I have also run a negative binomial regression model on > the same data, by > using the command "nbreg" as well as the command "nbreg > [var], dispersion > (constant)". In the first case, the alfa was not > significant (chi2=0.5). In the > second case, the alfa was also not significant (although > the chi2 prob=0.25). > 4.I have then use the command "summarize [var], detail" in > order to have the > mean and variance of the dependent variable. The result is > that the difference > between the two measures is about 0.40. > 5. Following a procedure suggested in the FAQs STATA web > page, I have then used > the "nbvarg" command in order to estimate the theoretical > probability for the > poisson and negative binomial distributions as well as for > the observed. But, > if I have understood you correctly, the two theoretical > distributions cannot be > compared. > QUESTIONS > 1. Do you think I can adopt the poisson regression model > given these results? Sorry, I don't think one should presume to give research advice like this. I'm not an expert on these models and even I were I don't have a sight of your data or a feeling for whatever science is involved. > 2. What do you mean by estimating the nbreg with or without > covariates? Covariates here = explanatory, predictor, "independent" variables. If I go . nbreg varname I am fitting a model without covariates, i.e. a unconditional negative binomial distribuion. It might not be parameterised as you would wish, but that is a different matter. -nbvargr- (and also -nbfit- on SSC) are different ways of approaching it. > 3. What do you mean by fitting the poisson with one > parameter and fitting the > negative binomial with two? In the absence of covariates, the Poisson "model" has one parameter -- the mean response, say -- and the negative binomial has two. See any book on probability distributions for more detail. Nick n.j.cox@durham.ac.uk * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: RE: negative binomial***From:*"Adrian Esterman" <adrian.esterman@flinders.edu.au>

**References**:**Re: st: RE: negative binomial***From:*grsanta@unict.it

- Prev by Date:
**st: RE: St: Chamberlain's PPA** - Next by Date:
**st: RE: RE: St: Chamberlain's PPA** - Previous by thread:
**st: Statalist FAQ** - Next by thread:
**RE: st: RE: negative binomial** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |