Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Underdispersion in count data from a survery


From   Laurie Molina <molinalaurie@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Underdispersion in count data from a survery
Date   Thu, 7 Oct 2010 16:46:55 -0500

Hello all,

I have count data from a survey which comes from a complex survey
design (stratification, clusters, two stages, and probabilistic
design).

The mean is 1.89 and the variance is 1.14.

Fallowing "Essentials of count data regression" by Cameron and Trivedi
(1999)To test for underdispersion i ran the following auxiliary
regression:

((yi - muhati)^2 - yi)/muhati= alpha*muhati + ui

where yi is the i observation of  original dependent count variable,
muhati is the i observation of the fitted values resulting from the
poisson coefficients estimated, ui is the error term, and the
objective is to test alpha= 0 Vs alpha<0.

Whith a p-value of 1, the hypothesis of alpha < 0 cannot be rejected.

So my question is... What now? My data is underdispersed so the
standard errors estimated when i run the Poisson regression are not
correct (even when the estimates of my coefficents are consistent).

Is there any solution for this problem in Stata 9, that can be used
with survey data?

Thank you all very much in advance.

Laurie
*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index