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From |
Maarten Buis <maartenlbuis@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: When to use Poisson or Negative Binomial |

Date |
Fri, 27 May 2011 09:02:01 +0200 |

> 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). On Fri, May 27, 2011 at 1:45 AM, Argyn Kuketayev wrote: > 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 That is not quite all there is to say on this topic. You first need to know with respect to what aspects of the model a model is "robust". For example, if we talk about robust standard errors than that typically is typically robust with respect to the model of the variance and higher moments, but assumes that the model is correct with respect to the mean. The comparison of the marginal mean and variance does not tell us enough to distinguish between the two. Hope this helps, Maarten -------------------------- Maarten L. Buis Institut fuer Soziologie Universitaet Tuebingen Wilhelmstrasse 36 72074 Tuebingen Germany http://www.maartenbuis.nl -------------------------- * * 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: When to use Poisson or Negative Binomial***From:*"Querze, Alana Renee" <arq@ku.edu>

**References**:**st: When to use Poisson or Negative Binomial***From:*"Querze, Alana Renee" <arq@ku.edu>

**Re: st: When to use Poisson or Negative Binomial***From:*Argyn Kuketayev <akuketayev@mail.primaticsfinancial.com>

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