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Re: st: Generalized lineal models with survey data


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.
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