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st: Truncated at zero count data with underdispersion

From   Laurie Molina <>
Subject   st: Truncated at zero count data with underdispersion
Date   Sun, 10 Oct 2010 17:39:23 -0500

Hi all,

I have a question, i hope somebody  can help my.

I am modelling count data truncated at zero: The number of cell phones
of households with cells phone. The observed data goes from 1 to 9,
with mean equals 1.89 and variance 1.14.
I have done some underdispersion tests after running a poisson
regression with the truncated data and i reject the one sided
hypothesis of equidispersion with a p-value of cero. (the predicted
values have mean 1.89 with variance equal .51).

Regarding the latent variable, i have also availabre the number of
cellphones of all the households, i.e. i have the data of the latent
variable that goes from 0 to 9. Here the mean equals 1.15 and the
variance equals 1.54. I have also done and underdispersion test after
running a poisson regresion with all the data and i get
underdispersion (the predicted values have mean 1.15 but variance
equal .999).

I am interested in the truncated regresion because i want to predict
the number of cell phones of the HH who have cell phones. I mean, in
addition to the data that i am using for this regresion,  i have
another list of households and i know wheter they have or they dont
have a cell phone. But among the HH in that list, who do have a cell
phone, i do not know how many of them they have, and i am interested
in that.

To my understand if i use a poisson regression, given that my data is
truncated i will get inconsistent estimates because the conditional
expectation will not be correctly specified as an exponential function
of xbeta.
So i have to use the command:
ztp depvar indep var
But if the latent variable is not poisson i will get inconsistent estimates.

I know stata has also availabre the zero truncated negative binomial
regression, but since i get underdispersion in the latent variable i
think the data is not negative binomial distributed so i will still
get inconsistent estimates.

Does anyone know any stata command that i could use to model zero
truncated count data with underdispersion?

Thank you all very much in advance.


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