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From |
Stas Kolenikov <skolenik@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Generalized lineal models with survey data |

Date |
Tue, 27 Jul 2010 21:49:14 +0100 |

On Tue, Jul 27, 2010 at 6:32 PM, Paolina Medina <carmencitamedina@gmail.com> wrote: > Thank you very much for your useful and enlightening answer!! > > If you let me, i would like to ask you just 2 more questions: > > Why do you think this very large quasi log likelihood value is > arising? Could it be just because i am using a lot of dummy variables? > Or may be just my regressors are not the best predictors for the > dependent variable? Neither. Each observation is multiplied by the weight which is probably in the order of 10000 or so. So this log pseudo-likelihood is an estimate of the population log-pseudo-likelihood (methinks). > And, finally if you were to choose between the nbreg regression that i > just posted and the following poisson regression with the same > regressors, which one would you choose and why? Or which test would > you run to answer that question? The thing is that i think there is no > gof test available for this regressions with survey data in stata. Or > is it? If you had a standard error for alpha, you could construct the Wald test. Note, however, that the reported values of the log pseudo-likelihoods from the two models are identical. Well, they probably differ if you take an accurate difference of the -e(ll)- values rather than the difference of the values in the output. Even though the distribution of the difference does not follow the chi-square distribution, the similarity of the values should at least hint that the models do not seem to differ very much. -- Stas Kolenikov, also found at http://stas.kolenikov.name Small print: I use this email account for mailing lists only. * * 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/

**References**:**st: Generalized lineal models with survey data***From:*Paolina Medina <carmencitamedina@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Paolina Medina <carmencitamedina@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Paolina Medina <carmencitamedina@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Stas Kolenikov <skolenik@gmail.com>

**Re: st: Generalized lineal models with survey data***From:*Paolina Medina <carmencitamedina@gmail.com>

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