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st: testing for overdispersione after Poisson Regression


From   "Carlo Lazzaro" <carlo.lazzaro@tin.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: testing for overdispersione after Poisson Regression
Date   Fri, 1 Feb 2008 19:31:11 +0100

Dear Statalisters,
testing for overdispersion after a Poisson regression,

I have obtained two opposite results:


estat gof

         Goodness-of-fit chi2  =  3599.159
         Prob > chi2(4384)     =    1.0000

. estat gof, pearson

         Goodness-of-fit chi2  =  5438.241
         Prob > chi2(4384)     =    0.0000

Which one is trustworthy??

By the way and besides: is there a Stata suite dedicate to Cameron-Trivedi
test (which the most quoted test for overdispersion after Poisson
Regression; please, see for instance: Koop G. An Introduction to
econometrics. Chichester: Wiley, 2008:301-302).

Thanks a lot for your kindness and for your time.

Kind Regards and enjoy your W-E,

Carlo


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