Thanks Austin, you mean that the conditional mean must always be positive?
On Wed, Mar 6, 2013 at 11:31 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> Anat (Manes) Tchetchik <anatmanes@gmail.com>:
> 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
> <anatmanes@gmail.com> 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
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E-mail: anat@som.bgu.ac.il
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