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st: RE: testing nest models in Poisson regression


From   "Visintainer, Paul" <Paul.Visintainer@baystatehealth.org>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: testing nest models in Poisson regression
Date   Thu, 26 Aug 2010 12:45:44 -0400

I think I may have answered my own question.  The block of indicators can be tested with a Wald test using the -test- command after the full model.  If the indicators are modeled with "i.var" syntax, then all levels of the indicators can be entered in the -test- command.  E.g., if there are 4 indicators, 3 will enter the model with one as the reference category (e.g, categories 2, 3, and 4).

Test will still allow all 4 to be tested.

. test 1.var=2.var=3.var=4.var

This will yield a test with 3 degrees of freedom.


Thanks.

-p

________________________________________________
Paul F. Visintainer, PhD
Springfield, MA 01199



-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Visintainer, Paul
Sent: Thursday, August 26, 2010 11:51 AM
To: 'statalist@hsphsun2.harvard.edu'
Subject: st: testing nest models in Poisson regression 

I'm estimating two models (one nested within the other) with poisson regression with the robust option.  I'd like to test whether a block of indicator variables is significant in the model.  If I were using logistic regression, I would use the -lrtest-.  However, for Poisson models with the robust option, the lrtest is invalid.  In fact, with the robust option, the outputs report a Wald chi-square, rather than a LR chi-square, for the test of the model against the null.

Would it be valid to test the difference in the models by taking the difference between the two model Wald chi-squares and the difference between the model d.f.s and using the chi-square distribution?  (I'm assuming that the difference between two chi-squares is a chi-square with the appropriate degrees of freedom).  

Any suggestions would be appreciated.

Thanks.

________________________________________________
Paul F. Visintainer, PhD
Springfield, MA 01199

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Please view our annual report at http://baystatehealth.org/annualreport
 

CONFIDENTIALITY NOTICE: This e-mail communication and any attachments may contain confidential and privileged information for the use of the designated recipients named above. If you are not the intended recipient, you are hereby notified that you have received this communication in error and that any review, disclosure, dissemination, distribution or copying of it or its contents is prohibited. If you have received this communication in error, please reply to the sender immediately or by telephone at 413-794-0000 and destroy all copies of this communication and any attachments. For further information regarding Baystate Health's privacy policy, please visit our Internet site at http://baystatehealth.org.

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