Dear Statalisters,
testing for overdispersion after a Poisson regression,
I have obtained two opposite results:
estat gof
Goodness-of-fit chi2 = 3599.159
Prob > chi2(4384) = 1.0000
. estat gof, pearson
Goodness-of-fit chi2 = 5438.241
Prob > chi2(4384) = 0.0000
Which one is trustworthy??
By the way and besides: is there a Stata suite dedicate to Cameron-Trivedi
test (which the most quoted test for overdispersion after Poisson
Regression; please, see for instance: Koop G. An Introduction to
econometrics. Chichester: Wiley, 2008:301-302).
Thanks a lot for your kindness and for your time.
Kind Regards and enjoy your W-E,
Carlo
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