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st: AW: Poisson and negative binomial regression


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: Poisson and negative binomial regression
Date   Tue, 18 Aug 2009 09:57:52 +0200

<> 

See http://www.stata.com/statalist/archive/2008-12/msg00843.html and Cameron
and Trivedi (2009), chap. 17, http://www.stata-press.com/books/mus.html

The cut-off for overdispersion depends on your chosen significance level for
the "Likelihood-ratio test of alpha=0" at the bottom of -nbreg- output in
Stata. What is the "1" you are referring to in your last sentence?


HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Mamopeli
Matooane
Gesendet: Dienstag, 18. August 2009 09:47
An: statalist@hsphsun2.harvard.edu
Betreff: st: Poisson and negative binomial regression

I have count data - time-activity data (dependant variable) and categorical
data e.g. gender, education, employment  and others (Independant variables).
I have applied poisson and NBR and get similar results in terms of
coefficients, and p-values. There's a slight improvement in standard errors
with NBR.
Applying NBR does not however eliminate the problem of underdispserion in
the data. How does one address underdispersion and what is the cut off point
from 1 to say there's underdisprsion/overdispersion 




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