Statalist The Stata Listserver

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

Re: st: NBREG for ordinal scales

From   "Austin Nichols" <>
Subject   Re: st: NBREG for ordinal scales
Date   Wed, 11 Oct 2006 16:59:17 -0400

Nick et al.--
The Poisson model really only needs E(y|x)=exp(xb) to get consistent
estimates of b, which is why it is the model of choice with a
nonnegative dependent variable (esp. one that is sometimes zero, and
is theoretically unbounded above).  See Wooldridge
( p.651 and surrounding text:
"A nice property of the Poisson QMLE is that it retains some
efficiency for certain departures from the Poisson assumption,"  etc.

This addresses why one would use a "count model" for non-count data,
but it does not address why one would use Poisson for an outcome
variable that is an ordinal scale, which I would think is crying out
for an ordered logit, or the like:

And just because the ordinal scale corresponds to an underlying
measure of the number of events, does not justify using Poisson here
 Response options:
 0-never; 1-once or twice; 2-three or four times; 3-five or more times
Clearly y is bounded above, so we would not want to use a model that
predicts y greater than 3 for big x, i.e. the E(y|x) should not exceed

On 10/11/06, Nick Cox <> wrote:
I don't follow the example here from your posting,
but I have no quarrel with the late great James
S. Coleman and his wonderful book (from 1964,
in my memory) and I am sure he understood the
Poisson better than I do.

I am attacking the application of count models
to non-count data, which I understood Timothy Mak to be
defending, and I don't see my dimensional arguments being
addressed here.

At some point this thread may have got
detached from the original question....


*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index