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

[Scott Cunningham <scunning@gmail.com>]

On Nov 13, 2006, at 5:09 PM, David W. Harless wrote:

> 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."
That's an excellent chapter on when and when not to abandon poisson  
for negative binomial.  Also, you can correct for overdispersion in  
the poisson using bootstrapping.

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