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Re: st: IVPOIS question


From   "Anat (Manes) Tchetchik" <anatmanes@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: IVPOIS question
Date   Thu, 7 Mar 2013 00:02:43 +0200

Thank you!

On Wed, Mar 6, 2013 at 11:54 PM, Austin Nichols <austinnichols@gmail.com> wrote:
> 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?
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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

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
*
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