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Re: st: -poisgof- for -xt- data?
On Nov 13, 2006, at 5:09 PM, David W. Harless wrote:
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.
Jason Yackee wrote:
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."
I would like to determine whether I am better off using -xtnbreg- or
-xtpoisson- to estimate a odel using time series cross section
data. The version 8 manuals discuss -poisgof- as a means of
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
determine whether I should be using a poisson or a negative binomial
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