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From |
Laurie Molina <molinalaurie@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Fri, 8 Oct 2010 10:01:56 -0500 |

Thank you! On Thu, Oct 7, 2010 at 9:10 PM, Steve Samuels <sjsamuels@gmail.com> wrote: > 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/ > * * 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/

**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>

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

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