Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: RE: Count data regression

From   "Scott Merryman" <>
To   <>
Subject   st: RE: Count data regression
Date   Thu, 23 Mar 2006 10:09:08 -0600

A few points:

1. If you take the log of the number of days then you have a non-count
dependent variable.  How would you interpret the estimated coefficients in a
Poisson or negative binomial model?

2. For the Poisson MLE, valid inference requires equality of the conditional
mean and variance (equidispersion) - it does not require that the dependent
variable have a Poisson distribution.  

3. The Poisson is still consistent if the count data are over-dispersed
though the t-stats will tend to be inflated.  (See Cameron and Trivedi
"Regression analysis of count data" p 59-60)

4. -nbreg- provides a likelihood ratio test that alpha = 0.


> -----Original Message-----
> From: [mailto:owner-
>] On Behalf Of Hugh Colaco
> Sent: Thursday, March 23, 2006 9:12 AM
> To: statalist
> Subject: st: Count data regression
> My dependent variable is the number of days, a count variable which is
> censored from below at 2. The summary stats are below (see # 1). As
> you can see, the number of days ranges from 2 to 2426. Since the
> unconditional variance > mean, I assume that I should use a Neg
> binomial reg rather than a Poisson reg.
> However, if I take the log of the number of days, then the
> unconditional variance < mean (see # 2), so I could run a Poisson reg.
> Any thoughts on the above? Is there any issue if I first take the log
> and then run a poisson or neg binomial regression? Would it defeat the
> very purpose of the count regression? Anything else I need to
> consider?

*   For searches and help try:

© Copyright 1996–2021 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index