Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: Re: predict after Poisson


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Re: predict after Poisson
Date   Tue, 11 Oct 2005 15:14:35 -0400

Thank you (I'm embarrassed that I forgot about the grouped logit estimator)

Rich

German Rodriguez wrote:

Rich is concerned about a predicted Poisson rate above one (see below).

If the data consist of counts of successes out of a certain number of
attempts, I would use a binomial model, which in Stata can be fit using
blogit or the glm command with family binomial. In both cases you get to
specify the binomial denominator (the number of trials or attempts) and the
fitted counts will never exceed that number.

The Poisson distribution can be viewed as an approximation to the binomial
for rare events, typically large number of attempts with small probability
of success in each one. In that case the fitted count will rarely exceed the
number of attempts. But why use an approximation when Stata can do the right
thing?

Cheers,
German

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Goldstein
Sent: Tuesday, October 11, 2005 2:18 PM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: RE: Re: predict after Poisson

Thank you for both explanations. I assume that your point about an IR above
1 still holds if exposure is a number of attempts (and the numerator is the number of successes), correct? I ask this because that is my situation and here an IR above 1 means a predicted value of successes that is greater than

the number of trials (the exposure).

Are there sensible constraints that I could use on the model to keep the predicted values to no more than the exposure? Are there any alternative models that I should look into?

Thanks,

Rich


[earlier bits of exchange deleted]

*
* 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/


*
*   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/



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