Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: RE: Exact Poisson Regression


From   Garry Anderson <g.anderson@unimelb.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: RE: Exact Poisson Regression
Date   Mon, 18 Feb 2008 11:55:00 +1100

Thank you Dr Hilbe for a useful discussion on the exact negative
binomial, and the citation to the review of software packages for exact
methods.

Best wishes, Garry

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of
Jhilbe@aol.com
Sent: Sunday, February 17, 2008 2:14 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Exact Poisson Regression

Gary Anderson asks about whether anyone has developed an exact negative
binomial command. No one has done that yet, but the folks at Cytel
talked to me  about it back in November 2005 when I gave an ASA
LearnStat course in the Boston  area. 
 
The parameterization of the exact negative binomial would take the
canonical form; ie it would not be the Poisson-gamma mixture model
parameterization with which most statisticians are familiar. Therefore,
it would not have the same relationship to Poisson overdispersion as
does the NB-2 type of negative binomial, which is estimated by using the
default form of -nbreg-. The canonical negative binomial can be used to
model count data, and does a good job modeling data that is
Poisson-overdispersed. I  say this because negative binomial models can
be overdispersed as well. But, because it does not have the log link as
does Poisson (and NB-2), the canonical NB heterogeneity or ancillary
parameter it cannot be used for direct comparisons with Poisson
overdispersion as is NB-2. Again, an exact NB would be a canonical NB. 
 
I submitted a maximum likelihood canonical NB Stata program to SSC  last
year called -cnbreg-. 
It has all of the bells and whistles as the usual Stata maximum
likelihood commands.  I've been doing simulation studies on the NB-C
model, as I call  the canonical NB in "Negative Binomial Regression",
comparing it with  Poisson, NB-2, and NB-1 models. I intend to publish
the results when  completed.  
NB-C is actually a nice model and can do a better job modeling some
types  of data than NB-2 or NB-1.
I think it is worth the effort to construct an exact NB command, but I
now doubt that Cytel will get to it. 
LogXact, Cytel's software application for modeling exact logistic and
exact Poisson models, is not alone any more in providing this capability
to its users.  SAS and SPSS can model exact logistic models, and Stata
both exact logistic and  exact Poisson. Because of the strong
competition in this regard, it is my  understanding that Cytel is
emphasizing development of packages such as East,  which is marketed to
the clinical trials industry. I doubt that it will develop  an exact NB
now. And since there are no published algorithms showing how to do  it,
I very much doubt that SAS or SPSS will take it on. That leaves Stata
Corp. An exact NB, although of canonical parameterization, still would
be  valuable for modeling counts with excessive correlation in the data.
There are  great reasons why I think it worth the effort.  
 
By the way, Bob Oster and I wrote an article for "The American
Statistician" 
(current issue) which compares the exact statistics capabilities  of
StatXact/LogXact, SAS, SPSS, and Stata. Those of you who have an
interest in  exact statistics may find the review to be helpful. 
 
Joseph Hilbe
 
 
 



**************The year's hottest artists on the red carpet at the Grammy

Awards. Go to AOL Music.      
(http://music.aol.com/grammys?NCID=aolcmp00300000002565)
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index