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]

From |
Austin Nichols <austinnichols@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: IVPOIS question |

Date |
Wed, 6 Mar 2013 16:54:24 -0500 |

Anat (Manes) Tchetchik <anatmanes@gmail.com>: I said nothing of the kind, but it is true that the conditional mean of the outcome y must always be positive. But outcomes can be zero or even negative. The assumption is that ln(E(y|X) is linear in X not that y is never zero or even negative. Of course ln(.) must have a positive argument. On Wed, Mar 6, 2013 at 4:47 PM, Anat (Manes) Tchetchik <anatmanes@gmail.com> wrote: > 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? * * 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/

**Follow-Ups**:**Re: st: IVPOIS question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

**References**:**st: IVPOIS question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

**Re: st: IVPOIS question***From:*Austin Nichols <austinnichols@gmail.com>

**Re: st: IVPOIS question***From:*"Anat (Manes) Tchetchik" <anatmanes@gmail.com>

- Prev by Date:
**Re: st: Regression discontinuity with interrupted time series** - Next by Date:
**Re: st: IVPOIS question** - Previous by thread:
**Re: st: IVPOIS question** - Next by thread:
**Re: st: IVPOIS question** - Index(es):