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Re: st: When to use Poisson or Negative Binomial


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
--------------------------
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