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RE: st: Count models

From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: Count models
Date   Thu, 27 Jan 2005 14:46:20 -0000

The question was do we test for outliers 
"as we do when we run OLS". My answer 
is much nearer "No" than "Yes", 
or nearer "Yes" than "No", depending 
on what is meant by this. 

First, it seems possible that on a statistical list 
"test" is being used in its correct statistical  
sense. FWIW, I never test for outliers 
before using OLS. I would examine the 
data for outliers, using graphs and 
to some extent summary measures, and then 
consider what to do about any apparent 
outliers, including 

	edit them out: they must be gross
		data errors (subject-matter 
		expertise is needed here) 


	use an appropriate link function (GLM etc.) 

	don't worry (yet) 

This is testing in the sense of checking; 
perhaps that is what is meant. 

Second, the case of count models is perhaps 
a little more complicated in that typically 
with the distribution(s) entertained, 
considerable right skewness and specifically 
a few large counts may well be expected. 
But the same broad advice applies, I 
would have thought. 

In either case, it is helpful to realise
that outliers on the marginal distribution
of the response could well not seem 
that when placed in their appropriate
conditional distribution. 

[email protected] 

[email protected]
> Yes. Take a look at:
> Hardin & Hilbe (2003) Generalized  Liner Models and 
> Extensions, Stata Press
> Cameron & Trivedi  (1998) Regression Analysis of Count Data, 
> Cambridge 
> University  Press.

[email protected]
> I am new to STATA and Count models. I plan to  test
> different count models. Before I do that I would like
> to know if we  test for outliers in the dependent
> variable as we do when we run OLS.  

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