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From |
Steve Samuels <sjsamuels@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Underdispersion in count data from a survery |

Date |
Thu, 7 Oct 2010 22:10:33 -0400 |

Laurie asked: " What you are telling me is that when you use survey data, the > equidispersion assumption plays no role in the calculation of standard > errors because the standard errors are calculation using the survey > design information?" That is exactly what I mean. Steve On Thu, Oct 7, 2010 at 7:55 PM, Laurie Molina <molinalaurie@gmail.com> wrote: > Thank you Steve very much. > > Concerning your last post, i did used svy: reg > Probably i should have mentioned that, thank you for the check on that. > > Concerning the previous post: > In fact my concern is on the standard errors. > Following the first link you mentioned me, i have run > > glm depvar indepvar [iweight=factor] , link(log) family(poisson) > suest . , svy > > What i get is exactly the same (coefficients and p-values -and so > standard errors) as when i run: > svy: poisson depvar indepvar > > To my understand, when you run a poisson regression, while the > conditional expectation of y given x is correctly specified i.e. > E[y|X]= exp(Xbeta), even if the conditional distribution of y is not > poisson, you get consistent estimates, but if the equidispersion > asumption is not true, you will get wrong standard errors. > > May be i am not understanding something, so i will like to confirm something: > What you are telling me is that when you use survey data, the > equidispersion assumption plays no role in the calculation of standard > errors because the standard errors are calculation using the survey > design information? > > Thank you very much again!! > > > > > On Thu, Oct 7, 2010 at 6:15 PM, Steve Samuels <sjsamuels@gmail.com> wrote: >> -- >> You can use the -glm- command in Stata 9 with survey data (link(log) >> family(poisson)) and follow it by -suest- to get valid standard >> errors. See http://www.stata.com/statalist/archive/2007-06/msg01103.html. >> You could also run -svy reg- on the log of (count +1). >> Under-dispersion is a concern for standard errors when your >> inferences are likelihood based. The survey-based commands will base >> standard errors on the sample design. >> >> The Poisson or regression models for predicting or estimating means >> might be useful even if the data are not Poisson distributed. You >> still have to check model diagnostics. See: >> http://www.stata.com/meeting/dcconf09/dc09_valliant.pdf for some >> ideas. >> >> Steve >> >> >> >> On Thu, Oct 7, 2010 at 5:46 PM, Laurie Molina <molinalaurie@gmail.com> wrote: >>> 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/ >>> >> >> * >> * 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/ >> > > * > * 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/ > * * 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/

**Follow-Ups**:**Re: st: Underdispersion in count data from a survery***From:*Laurie Molina <molinalaurie@gmail.com>

**References**:**st: Underdispersion in count data from a survery***From:*Laurie Molina <molinalaurie@gmail.com>

**Re: st: Underdispersion in count data from a survery***From:*Steve Samuels <sjsamuels@gmail.com>

**Re: st: Underdispersion in count data from a survery***From:*Laurie Molina <molinalaurie@gmail.com>

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