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From |
Jhilbe@aol.com |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: Re: predict after Poisson |

Date |
Fri, 7 Oct 2005 12:09:55 EDT |

A couple of days ago Rich Goldstein posted a note concerning values greater than 1 when using the -predict x, ir- command following a Poisson regression. He wondered if values over 1 were correct. I checked the output of several of the poisson postestimation predict options and discovered that there may be a problem with Stata's output. I used a user written program that I wrote to double check results, but the findings could be obtained without the check. Rich responded that the output he obtains after the use of -predict, ir- following -poisson- is different than I get when using -poisson-. This is more disturbing. Not only does there appear to be a possible inconsistency in predict's output following the poisson command, it seems that predict output differs between Rich's and my programs. I am using version 9.1, I do not know which version Rich is using. But it should not make a difference. Perhaps someone else has a solution to our findings, showing that there really is no inconsistency. With Rich's OK, our correspondence is listed below. Joe Hilbe ======= Rich: I looked at the problem you identified. First I checked the predict help file for poisson postestimations. It shows the options for predict as below. I used the cancer data set, modeled it, and employed the predict command with the n, ir, and xb options. I also simply used the command -predict mu-. Thereafter I list the predictions for the first 5 observations. Note that n, ir, and mu are all the same, which is incorrect. n and ir should differ. I next modeled the same with the poisson program I wrote to use with my short courses. I like to at least have the AIC statistic displayed so that I can more easily compare models. Anyhow, the stats come out correctly. The base predict command should give the linear predictor, with the inverse link providing the fitted value. This is the case of all ML programs. Of course, the predict command after poisson has been given different, and more extensive, options. The fitted value, mu, with my program, matched the values of n, ir, and mu for the use of predict following Stata's -poisson- command. Both -xb-'s were the same - as they should be. My original thought about the -ir- option yielding the fitted value was correct. That's why you obtained values in excess of 1.0, which was to be expected. Perhaps Stata's tech support needs to look at the Poisson postestimation commands. It would be helpful if someone reading this try out the model and the predict commands to see if their results are the same. My output is below: Rich's final remark of this morning is below that. Joe Hilbe 000000000000000000000000000000000000000000000000000000000000000000000000 help poisson postestimation .. Syntax for predict predict [type] newvar [if] [in] [, statistic nooffset] statistic description ---------------------------------------------------------------------- Main n predicted number of events; the default ir incidence rate exp(xb) xb linear prediction stdp standard error of the linear prediction score first derivative of the log likelihood with respect to xb ---------------------------------------------------------------------- STATA'S POISSON MODEL AND POSTESTIMATION ======================================== . use cancer . poisson time died age d2 d3, nolog irr Poisson regression Number of obs = 48 LR chi2(4) = 160.82 Prob > chi2 = 0.0000 Log likelihood = -188.28729 Pseudo R2 = 0.2993 ------------------------------------------------------------------------------ time | IRR Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- died | .9237044 .081715 -0.90 0.370 .7766618 1.098586 age | .9700189 .0071361 -4.14 0.000 .9561329 .9841067 d2 | 1.618461 .184698 4.22 0.000 1.294087 2.024142 d3 | 2.586837 .2674132 9.19 0.000 2.112402 3.167829 ------------------------------------------------------------------------------ . predict cnt, n . predict ircnt, ir . predict mu (option n assumed; predicted number of events) . predict xb, xb . l cnt ircnt mu xb in 1/5 +-------------------------------------------+ | cnt ircnt mu xb | |-------------------------------------------| 1. | 7.609622 7.609622 7.609622 2.029413 | 2. | 6.737269 6.737269 6.737269 1.907655 | 3. | 8.087283 8.087283 8.087283 2.090293 | 4. | 10.00786 10.00786 10.00786 2.30337 | 5. | 8.860577 8.860577 8.860577 2.181612 | +-------------------------------------------+ USER WRITTEN POISSON PROGRAM, VERSION 9.1 ====================================================== . drop cnt ircnt mu xb . jhpoisson time died age d2 d3, nolog irr Poisson Regression Number of obs = 48 Wald chi2(4) = 154.82 Log likelihood = -188.28729 Prob > chi2 = 0.0000 ------------------------------------------------------------------------------ time | IRR Std. Err. z P>|z| [95% Conf. Interval] -------------+---------------------------------------------------------------- died | .9237044 .081715 -0.90 0.370 .7766618 1.098586 age | .9700189 .0071361 -4.14 0.000 .9561329 .9841067 d2 | 1.618461 .184698 4.22 0.000 1.294087 2.024142 d3 | 2.586837 .2674132 9.19 0.000 2.112402 3.167829 ------------------------------------------------------------------------------ AIC Statistic = 8.054 BIC Statistic = 3.186 Deviance = 169.648 Dispersion = 3.945 LM Value = 6348.667 LM Chi2(1) = 0.000 Score test OD = 123.055 Score Chi(1) = 0.000 . predict xb, xb . gen mu=exp(xb) . l xb mu in 1/5 +---------------------+ | xb mu | |---------------------| 1. | 2.029413 7.609622 | 2. | 1.907655 6.73727 | 3. | 2.090293 8.087282 | 4. | 2.30337 10.00786 | 5. | 2.181612 8.860576 | +---------------------+ NOTE: Our xb and mu results are identical. The question remains about the values following -predict xn, n- and -predict xir, ir-, which are the same as -mu- when I model it with -poisson-. 000000000000000000000000000000000000000000000000000000 Joe, Note that in my case I did NOT get the same predictions using: predict newvar and predict newvar, ir. When using no option, the max predicted value was just over 9. When using the ir option, the max predicted value was about 1.13. Rich * * 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**:**st: RE: Re: predict after Poisson***From:*"German Rodriguez" <grodri@Princeton.EDU>

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