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Re: st: RE: ST: Basic question to Count Data Models


From   Markus Köller <markus-koeller@web.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: ST: Basic question to Count Data Models
Date   Thu, 28 Feb 2008 15:50:26 +0100

Thanks for your great and helpfull answer. 
Have a nice evening.


> -----Ursprüngliche Nachricht-----
> Von: statalist@hsphsun2.harvard.edu
> Gesendet: 28.02.08 15:28:22
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: RE: ST: Basic question to Count Data Models


> 
> Under-dispersion can be modeled using a generalized Poisson regression, and  
> has also been modeled using a 2-parameter log-gamma model. A double Poisson  
> model has also been used, but there is no software support for it that I  know 
> of.  Negative binomial only models overdispersion. Both the  generalized 
> Poisson and 2-parameter log-gamma models are discussed in some  detail in 
>  
> Hilbe, Joseph M (2007), Negative Binomial Regression, Cambridge University  
> Press
>  
> and is also described in 
>  
> Hardin, J.W and J.M. Hilbe (2007), Generalized Linear Models and  Extensions, 
> 2nd edition, Stata Press. 
>  
> Again, you can get the commands to estimate under-dispersion by downloading  
> them from the book's web site. 
>  
> Under-dispersion is quite rare in real data, but  does occur. Actually, if 
> you don't have the above software, you can  adjust the standard errors of the 
> under-dispersed Poisson model by scaling  based on the Pearson dispersion sta
> tistic. Simulation studies I have done  have shown that it generally does a good 
> job in appropriately adjusting the  under-dispersed model. 
>  
> Joseph Hilbe
>  
>  
>  
> Date: Wed, 27 Feb 2008 12:57:52 -0500
> From: "Austin Nichols"  <austinnichols@gmail.com>
> Subject: Re: st: Basic question to Count Data  Models
> 
> 
> > Another problem: Someone  told me that "dispersion"  or "under-dispersion"
> > might be a problem with a Count  Data Model.  I did some research but 
> couldnŽt
> > find anyhting about that. Does   anyone of you know whether this is true? 
> And if
> > so, can you give me a  hint or  literature suggestion, what 
> "under-dispersion"
> > is and how  I could face it in my  problem?
> >
> > Thanks a lot,
> >  Markus.
> >
>  
> 
> 
> 
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