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st: poisson


From   Scott Cunningham <scunning@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: poisson
Date   Tue, 7 Mar 2006 23:09:49 -0500

I am estimating a Poisson with fixed effects model using:

xi:poisson depvar indepvar i.year i.id, robust

I use the "robust" to correct the standard errors because of overdispersion.

Moments ago, I was looking at various poisson postestimation commands. I ran:

estat gof

The chi-squared result shows the poisson is not appropriate. But reading on, I couldn't be sure whether correcting the standard errors for overdispersion was the correct response to the problem the postestimation command was revealing. If the chi-squared result from a goodness of fit result is as large as I said, but I've corrected the standard errors for overdispersion, then should I be skeptical of using Poisson in this situation? If so, can someone help me see the intuition? Thanks.
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