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, is already up and running.

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

Re: st: IVPOIS question

From   Austin Nichols <>
Subject   Re: st: IVPOIS question
Date   Wed, 6 Mar 2013 16:31:01 -0500

Anat (Manes) Tchetchik <>:
No assumption about conditional variance is required for consistent
estimation of coefficients in a Poisson model or -glm- with a log
link. Only the conditional mean assumption is required.

The FAQ cited contains many errors--if anyone knows who wrote it,
please them know.

On Wed, Mar 6, 2013 at 4:01 PM, Anat (Manes) Tchetchik
<> wrote:
> 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   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?
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index