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Re: st: poisson regress probabilities


From   Steve Samuels <sjsamuels@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: poisson regress probabilities
Date   Fri, 16 Apr 2010 15:18:02 -0400

Or,  if you really require probabilities, something like:
***********
sysuse auto, clear
qui poisson foreign mpg, r
predict lambda, n
forvalues j=0/6{
gen prob_`j' = exp(`j'* log(lambda)-lambda -lnfactorial(`j'))
}
************

On Fri, Apr 16, 2010 at 2:40 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> Wolney Conde <wolneyconde@gmail.com> :
> On the contrary, Stata does allow you to use -predict-, but of course
> using -poisson- to predict probabilities can result in predicted
> probabilities in excess of 1:
>
> sysuse auto, clear
> qui logit foreign mpg, r
> predict p1
> qui poisson foreign mpg, r
> predict p2
> sc p2 p1
>
> On Fri, Apr 16, 2010 at 2:31 PM, Wolney Conde <wolneyconde@gmail.com> wrote:
>> Dear listers,
>> I'd like to express my output Poisson regression as probabilities.
>> Stata doesn't allow to this using <predict> command instead of after
>> <logit> command for example. After logit regression I can get
>> probabilities directly using <p> option in <predict> command or
>> calculating by exp(xb)/(1+exp(xb)). Can I do the same to Poisson
>> regress?
>> I'm afraid it's a silly question once probability distribution
>> estimation is different for Poisson and binomial distribution but I'd
>> like to some advice.
>> thanks in advanced,
>> Wolney.
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-- 
Steven Samuels
sjsamuels@gmail.com
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