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Re: st: IVPOIS question


From   "Anat (Manes) Tchetchik" <[email protected]>
To   [email protected]
Subject   Re: st: IVPOIS question
Date   Wed, 6 Mar 2013 23:47:07 +0200

Thanks Austin, you mean that the conditional mean must always be positive?


On Wed, Mar 6, 2013 at 11:31 PM, Austin Nichols <[email protected]> wrote:
> Anat (Manes) Tchetchik <[email protected]>:
> 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
> <[email protected]> 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 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?
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--
Anat Tchetchik, PhD
Department of Hotel and Tourism Management
Guilford Glazer Faculty of Business and Management
Ben-Gurion University of the Negev
P.O.Box: 653
Beer-Sheva, Israel, 84105

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