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Re: st: What multiple regression model for extreme distributions


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: What multiple regression model for extreme distributions
Date   Wed, 3 Feb 2010 00:50:27 -0800 (PST)

--- On Wed, 3/2/10, David Greenberg wrote:
> Poisson and negative binomial
> regressions, along with their zero-inflated versions, are
> models for counts, not for levels of a continuous variable.
> That makes me think their use for this problem is dubious.
> Something on the other of a Tobit might be more appropriate.

The trick is that with the -robust- option you only care about
how the mean changes over explanatory variables. In that case
these count models happen to be equivalent to the 
quasi-likelihood model for continuous or count variables that 
uses the log-link function. This has the advantage that you
are directly modeling the mean of the variable of interest, 
instead of first transforming the data and model the mean of 
the transformed dependent variable.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://www.maartenbuis.nl
--------------------------


      

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