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


From   Scott Cunningham <scunning@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -poisgof- for -xt- data?
Date   Tue, 14 Nov 2006 07:37:02 -0500

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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