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Re: st: When to use Poisson or Negative Binomial


From   Argyn Kuketayev <akuketayev@mail.primaticsfinancial.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: When to use Poisson or Negative Binomial
Date   Thu, 26 May 2011 19:45:55 -0400

On Thu, May 26, 2011 at 12:14 PM, Querze, Alana Renee <arq@ku.edu> wrote:
>
> But I don't know whether it is better to sacrifice robustness or efficiency.
>
> Anyone know how to justify the use of one over the other? (BTW I have just under 400 districts and 52 months in my panel data).

i wouldn't use Poisson if the variance is much greater than the mean,
e.g. mean = 17, variance = 40.
who cares how robust is the estimate if it simply doesn't fit

cheers

-- 
Argyn Kuketayev
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