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Re: st: which -cmp- option to use for poisson model with count data?


From   "Laura R." <laura.roh@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: which -cmp- option to use for poisson model with count data?
Date   Mon, 30 Apr 2012 16:32:15 +0200

Dear David,

I have a dependent count variable ranging from 0 to 5. It's a pity
that this cannot be estimated with -cmp-.

Does anyone know a similar model with a two-equation-system where one
is poisson regression (for count data), the other one is probit?

Laura



2012/4/30 David Roodman (droodman@cgdev.org) <DRoodman@cgdev.org>:
> Laura, I'm afraid cmp is probably not appropriate. Unless the counts are high, count data can't be realistically modeled as the outcome of a single underlying process consisting of a linear functional plus a normally distributed error.
>
> The truncated regression model is intended for the same kinds of outcomes as Stata's truncreg command--one's with a continuous but truncated outcome.
>
> --David
>
> ------------------
>
> From      "Laura R." <laura.roh@googlemail.com>
> To        statalist@hsphsun2.harvard.edu
> Subject   st: which -cmp- option to use for poisson model with count data?
> Date      Fri, 27 Apr 2012 20:16:46 +0200
>  Dear Stata users
>
> Can -cmp- be used with count data, which would normally be estimated
> using -poisson- in Stata? For example, the number of experts, ranging
> from 0 to 5 in the data (but theoretically limited to >0) .
>
> As this variable would be truncated (at 0, right truncated), I suppose
> I should use the option -indicator($cmp_trunc)- when using -cmp-?
>
> For example
>
> *---------------------------- Stata example begin---------------------
>
> cmp (experts=x1 x2 x3, trunc(0 .)), indicators($cmp_trunc)
>
> *------------------------- Stata example end------------------------
>
> would this be correct?
>
> Thank you very much for your consideration.
>
> Laura
>
>
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