[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Steven Samuels <sjhsamuels@earthlink.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: suggested references about the variables to include in zero-inflated portion of zinb? |

Date |
Sun, 26 Oct 2008 12:24:47 -0400 |

-Steve

On Oct 26, 2008, at 11:48 AM, Maarten buis wrote:

--- Steven Samuels <sjhsamuels@earthlink.net> wrote:1. The reviewer's original opinion is not correct. If your target parameter is the mean score, then OLS may give a consistent estimate, even if the data are skew and non-normal. The proviso is that you have a good prediction model for the mean. However with OLS, standard errors will be incorrect. The fix is easy: -reg- with a - robust- option will give standard errors that are model-free.The one proviso here is that -robust- typically requires more datathanthe standard standard errors, as the asymptotics typically starts to kick in later. This should not come as a surprise, with standard standard errors you use information from your assumption about the distribution, while with -robust- you explicitly exclude that information and thus you require more information from another source, which can only mean more data. -- Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room N515 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * 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/

* * 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/

**Follow-Ups**:**RE: st: suggested references about the variables to include in zero-inflated portion of zinb?***From:*"Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>

**References**:**Re: st: suggested references about the variables to include in zero-inflated portion of zinb?***From:*Maarten buis <maartenbuis@yahoo.co.uk>

- Prev by Date:
**st: re: problem using predictnl after obtaining non-linear estimates** - Next by Date:
**RE: st: standard deviation** - Previous by thread:
**Re: st: suggested references about the variables to include in zero-inflated portion of zinb?** - Next by thread:
**RE: st: suggested references about the variables to include in zero-inflated portion of zinb?** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |