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From |
Maarten buis <[email protected]> |

To |
[email protected] |

Subject |
Re: st: Binomial regression |

Date |
Tue, 7 Aug 2007 10:34:39 +0100 (BST) |

--- Garry Anderson <[email protected]> wrote: > It is interesting that when the poisson regression is used with the > auto data (see below under Roger Harbord wrote:) and the > -predict predn, n- command is used to predict the number of events, > the predicted number of events for line 71 of the data is 1.789. > Although the poisson regression can make predictions greater than > one, does this imply that when using poisson regression to estimate > relative risks that it should not be used for estimating the > probability of the event? > > If so, how would the probability of an event be estimated? Constant risk differences (identity link) imply that the effects the explanatory variables on the probability can be represented by straight lines. This is problematic because this implies that the predicted probabilities will eventually become less than 0 and more than one. This is just another way of saying that the risk difference cannot remain constant. Constant risk ratios (log link) imply that the effects the explanatory variables on the probability can be represented by log functions. This is problematic because this implies that the predicted probabilities will eventually become more than one. This is just another way of saying that the risk ratio cannot remain constant. In other words constant risk differences and constant risk ratios imply a model that cannot be true. They may provide a reasonable describtion of your data, but they can just as well fail to do even that. Good signs for such failures would be if the model has difficulties converging, or if it produces (lots of) predictions outside the allowable range. Hope this helps, Maarten ----------------------------------------- Maarten L. Buis Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands visiting address: Buitenveldertselaan 3 (Metropolitan), room Z434 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- ___________________________________________________________ Yahoo! Mail is the world's favourite email. Don't settle for less, sign up for your free account today http://uk.rd.yahoo.com/evt=44106/*http://uk.docs.yahoo.com/mail/winter07.html * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: Binomial regression***From:*Garry Anderson <[email protected]>

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