Statalist


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

st: Autocorrelation in Poisson regression


From   Antonio Silva <[email protected]>
To   <[email protected]>
Subject   st: Autocorrelation in Poisson regression
Date   Wed, 6 Aug 2008 17:00:50 -0400

I am very impressed with the quality of responses I have gotten, thank you so much.

In response, I have some comments and a few more questions. First, for Kieran, let me clarify: My dependent variable is “# of groups founded.” What this means is that for each year of the study (there are 40 years) there is a number, which represents the number of new organizations that come into existence in that year. So, for example, in 1965, 3 new groups were formed, in 1966, 2 new groups were formed, and in 1967 0 new groups were formed. So I have a number for each year in the period under study. Does that make sense?  I have tested for overdispersion and this is not a problem.

Second, in theory, there is an unlimited number of groups that could be formed in any given year, and thus there appears to be no heterogeneity of risk, if I understand that concept correctly. Of course, Kieran may feel that this particular count variable is simply not appropriate for use in Poisson regression, and I am curious to hear your thoughts on this.

As for Stas’s comments, I wholeheartedly agree that the reviewer in question is not much of a reviewer. In fact, he/she even included in his/her review that he/she “was not sure if autocorrelation is even a problem in Poisson regression,” but that I should discuss it anyway. I have looked everywhere, and all the books and articles I read on Poisson basically imply (but do not explicitly state in a way that is quotable) what Kieran said—they say that if a process truly is Poisson, autocorrelation is not a problem. I think that Stas’ suggestion (that I include some language about there not being a standard test for autocorrelation) is a very good one, and may well work. Though I have to be honest, I am not sure what he means by discretization. Could you indulge me a little more and tell me what you mean by this?

Finally, David, can you give me an idea of how I can generate the deviance residuals after using the Poisson command in Stata? I thought this option was available for other methods but not Poisson. And what should I look for in the correlogram?

I am sorry to be asking such basic questions, but this is the first time I have ever used Poisson regression. And to be honest, the reason I am using it is because some other reviewer told me to because my dependent variable was a count variable it was the best way to go.

Thanks again. This has been very helpful and useful to me.

_________________________________________________________________
Your PC, mobile phone, and online services work together like never before.
http://clk.atdmt.com/MRT/go/108587394/direct/01/
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index