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Re: st: -poisgof- for -xt- data?


From   "David W. Harless" <dwharles@vcu.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -poisgof- for -xt- data?
Date   Mon, 13 Nov 2006 17:09:36 -0500

Jason Yackee wrote:
Dear all,

I would like to determine whether I am better off using -xtnbreg- or
-xtpoisson- to estimate a  odel using time series cross section (TSCS)
data.  The version 8 manuals discuss -poisgof- as a means of comparing
the two.  My stata 9 says that -poisgof- has been changed to -estat
gof-.  Neither works after -xt...- estimation.

Could someone suggest a way to conduct a -poisgof- type of test to help
determine whether I should be using a poisson or a negative binomial
model?
I don't have a direct answer to this question, but I think you would benefit from referring to Chapter 9 of Cameron and Trivedi, "Regression Analysis of Count Data." On page 280 they write: "It should be kept in mind, however, that a common reasons for such extensions [from Poisson to Negative Binomial] in using cross-section data is to control for unobserved heterogeneity. The longitudinal data methods already control for heterogeneity, and Poisson longitudinal models may be sufficient."

Dave Harless
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