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


From   Stas Kolenikov <skolenik@gmail.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 09:54:29 -0500

You could try to harness -gllamm- to do it. You could still use -cmp-
as a crude working model approximation, being aware that an ordinal
regression is a poor substitute for Poisson model. (Not that I
disagree with David, the respected author of -cmp-, but it does look
tempting to run it this way).

On Mon, Apr 30, 2012 at 9:32 AM, Laura R. <laura.roh@googlemail.com> wrote:
> 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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>
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-- 
Stas Kolenikov, also found at http://stas.kolenikov.name
Small print: I use this email account for mailing lists only.

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