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R: st: R: test overdispersion xtpoisson


From   "Carlo Lazzaro" <carlo.lazzaro@tin.it>
To   <statalist@hsphsun2.harvard.edu>
Subject   R: st: R: test overdispersion xtpoisson
Date   Mon, 5 Oct 2009 09:02:06 +0200

Dear Andrea,
unfortunately - help j_chibar - seems to be the only Stata built-in
procedure for testing for overdispersion in Poisson regression.
Cameron Trivedi (CT) test is not mentioned. I do not know about any
user-written programme that can match your need.
The ultimate, uncomfortable solution would be to calculate CT test by hand;
a formula calculi is reported in Koop G. An Introduction to Econometrics.
Chichester: Wiley, 2008: 301-302.

Sorry I cannot be more helpful.

Kind Regards,
Carlo

-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Andrea Rispoli
Inviato: lunedì 5 ottobre 2009 4.29
A: statalist@hsphsun2.harvard.edu
Oggetto: Re: st: R: test overdispersion xtpoisson

Thank you for your suggestion. I have looked at the chibar help but
still I could not find a way to perform the test. Do you have any
suggestion?
I'd really appreciate. Thank you.
Regards

On Sat, Oct 3, 2009 at 8:33 AM, Carlo Lazzaro <carlo.lazzaro@tin.it> wrote:
> Dear Andrea,
> In Stata 9/2 SE, but I would assume the name of the following did not
change
> in Stata 10 and 11, please see - help j_chibar -.
>
> Kind Regards,
> Carlo
> -----Messaggio originale-----
> Da: owner-statalist@hsphsun2.harvard.edu
> [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Andrea Rispoli
> Inviato: sabato 3 ottobre 2009 2.06
> A: statalist@hsphsun2.harvard.edu
> Oggetto: st: test overdispersion xtpoisson
>
> Dear Statalisters,
> I have to choose between an xtpoisson model and an xtnbreg model. I
> would like to ask how could I perform a test for overdispersion with
> Stata (for instance the Cameron and Trivedi test),
>
> Thank you very much!
> Kind Regards,
> AR
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