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Re: st: Interpretation of interaction term in log linear (non linear) model


From   Suryadipta Roy <sroy2138@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Interpretation of interaction term in log linear (non linear) model
Date   Thu, 13 Jun 2013 15:23:35 -0400

Dear David,
Thank you very much for the wonderful suggestions! In the literature
that I am working on, some of the important papers have already being
applying Poisson maximum likelihood estimator to explain bilateral
import (to deal with the problem of zero trade in the whole sample),
and I am just following the tradition by applying it for my research
question here (with some interesting differences in the results
compared to the log-linear model). A couple of important works from
the ones that I have come across are, e.g. "The log of gravity" by
Santos Silva and Tenreryo (Review of Economics and Statistics, 2006),
and "Estimating the gravity model with gravity using panel data" by
Westerlund and Wilhelmsson (Applied Economics, 2011).

Best regards,
Suryadipta.


On Thu, Jun 13, 2013 at 10:59 AM, Suryadipta Roy <sroy2138@gmail.com> wrote:
>
> Dear David,
> Thank you very much for the wonderful suggestions! In the literature that I am working on, some of the important papers have already being applying Poisson maximum likelihood estimator to explain bilateral import (to deal with the problem of zero trade in the whole sample), and I am just following the tradition by applying it for my research question here (with some interesting differences in the results compared to the log-linear model). A couple of important works from the ones that I have come across are, e.g. "The log of gravity" by Santos Silva and Tenreryo (Review of Economics and Statistics, 2006), and "Estimating the gravity model with gravity using panel data" by Westerlund and Wilhelmsson (Applied Economics, 2011).
>
> Best regards,
> Suryadipta.
>
> On Wed, Jun 12, 2013 at 9:21 PM, David Hoaglin <dchoaglin@gmail.com> wrote:
>>
>> Dear Suryadipta,
>>
>> A key idea underlying Bill Gould's blog post is that -poisson- enables
>> you to use quasi-likelihood. That command does not require that the
>> data follow a Poisson distribution.
>>
>> Please read carefully the part of the blog post that discusses zero
>> values.  I doubt that simply fitting your model by using -poisson-
>> will adequately handle your "many zeros."
>>
>> Regards,
>>
>> David Hoaglin
>>
>> On Wed, Jun 12, 2013 at 12:06 PM, Suryadipta Roy <sroy2138@gmail.com> wrote:
>> > Dear David,
>> > I have used both log linear model (that apply only to country pairs
>> > with nonzero bilateral imports) as well as fixed effects Poisson to
>> > include the zero observations (based on some wonderful suggestions
>> > from Bill Gould in Statablog here
>> > http://blog.stata.com/2011/08/22/use-poisson-rather-than-regress-tell-a-friend/).
>> > Earlier, Dimitriy had suggested an intuitive interpretation of the
>> > coefficient terms in terms of semi-elasticity, and I can probably
>> > persist with that interpretation for Poisson regression.
>> >
>> > Best regards,
>> > Suryadipta.
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>

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