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st: Underdispersion in count data from a survery


From   Laurie Molina <[email protected]>
To   [email protected]
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
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