Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, statalist.org is already up and running.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: IVPOIS question


From   "Anat (Manes) Tchetchik" <anatmanes@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: IVPOIS question
Date   Wed, 6 Mar 2013 23:01:02 +0200

Dear all,
I'm still struggling with my IV Poisson model.
I'm not sure; does the assumption about conditional variance for
consistency is required ?
I read in http://www.ats.ucla.edu/stat/stata/dae/poissonreg.htm   that
the Poisson has a strong assumption; that the conditional variance
equals conditional mean
If so then what test should be used to verify if my data is
"qualified" for using this model?

Best,
Anat Tchetchik, PhD

Guilford Glazer Faculty of Business and Management
Ben-Gurion University of the Negev
P.O.Box: 653
Beer-Sheva, Israel, 84105

E-mail:       anat@som.bgu.ac.il
Phone         972-(0)8-6479735
Fax:           972-(0)8-6472920
Web:          http://cmsprod.bgu.ac.il/Eng/som/hotelmanage/Staff/Academic/ChechikA.htm
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index