st: RE: generalized Poisson and BePress Selected Works web site

[jhilbe@aol.com]

I have two notices to share with you. The first is regarding a new 
command on SSC, the second is
information on a technology which may be of interest to many of you.

1) GENERALIZED POISSON MODEL ON SSC
  ------------------------------------------------------------

I have had a number of requests for me to write, or locate, a Stata 
command for generalized Poisson
regression. James Hardin wrote such a command for our book, Generalized 
Linear Models and Extensions,
2nd edition (Stata Press, 2007). However, it did not estimate models 
that were under-dispersed, and
there was no help file. I created a generalized Poisson command several 
years ago, but did not have
it published on the SSC with the other commands I had written. However, 
due to recent requests I decided
to have it posted to SSC.  Kit kindly had it posted, and I wish to 
advise you of its availability.
I checked it over, assuring that it would accurately estimate both 
under and over dispersed models. It
provides the full compliment of maximum likelihood options, allows for 
survey models, bootstrapping,
a variety of standard errors, constrained estimates, offset and 
exposure, irr, and so forth. A help
file is on the SSC site for the command as well.  To install, type on 
the Stata command line:

                                  . ssc install gnpoisson

The value of generalized Poisson regression is its ability to model 
Poisson underdispersion, which is not
possible for the traditional negative binomial model [-nbreg y xvars- 
or -glm y xvars, fam(nb ml)-].
One can use a hurdle model for underdispersed count data, as well as a 
generalized negative binomial
(not Stata's generalized negative binomial, which I call a 
heterogeneous negative binomial in keeping
with LIMDEP vocabulary). Generalized NB has a 3rd parameter to 
estimate, aside from the mean and
heterogeneity or ancillary parameter. Generalized Poisson has an 
ancillary parameter like the negative
binomial. If the value of the ancillary parameter is 0, or near 0, the 
model is Poisson, just like
the traditional negative binomial model. Moreover, parameter estimates 
of the two models are typically
quite close, unless the model is under-dispersed. Again, the value of 
the model is its ability to handle
under-dispersion. It also does a better job than negative binomial when 
there are excessive 0's in the
data, but in such a case it is preferable to use a zero-inflated 
Poisson or zero-inflated NB model
anyhow. Note that like nbreg, convergence can be difficult when the 
ancillary parameter is 0, or very
close to 0. Computers can differ in providing convergence and 
appropriate estimates, which are Poisson.
When the model is Poisson, the estimates and SEs of gnpoisson, nbreg, 
and poisson are the same.

You can read about modeling with generalized Poisson regression in my 
book:

    Hilbe, Joseph M (2011), Negative Binomial Regression, 2nd edition, 
Cambridge University Press
Also
    Hardin, JW and JM Hilbe (2007), Generalized Linear Models and 
Extensions, 2nd ed, Stata Press
          (3rd edition out before end of year)
    Cameron, AC and PK Trivedi (1998), Regression Analysis of Count 
Data, Cambrige University Press
    Winkelmann, Rainer (2008), Econometric Analysis of Count Data, 5th 
ed, Springer

and in a number of journal articles and book chapters.


2) SELECTED WORKS WEB SITE
  ------------------------

Some StataListers may not know about the Bepress "Selected Works" site. 
It is a web site which you may
custom design and on which you can upload documents of various formats 
for others to download.
For instance, I have put some of my old unpublished papers as well as 
some journal articles.

But most importantly from my point of view, I have placed data sets and 
functions/commands that are
used in two of my books, "Logistic Regression Models" (2008, Chapman & 
Hall/CRC) and "Negative
Binomial Regression, 2nd edition" (see above).  I also posted an 
electronic ebook called "Negative
Binomial Regression Extensions" that provides additional code used in 
the book, as well as new code
that I have developed since the book was published, and older code that 
may be relevant to estimating
various count models. I also posted the "Errata and Comments" page for 
both books on the site.

The advantage of this setup is that I can make updates anytime I want, 
and automatically notify those
who have signed up that additions or amendments have been made to the 
site. Those signing up can cancel
at any time. This way anyone who has obtained a copy of either of these 
books can get enhancements,
new code, comments, or whatever related to the book. I also like being 
able to immediately post errata
the hour I find it, or am notified of it.

Many of you may find this type of Site to be of use to you in letting 
others have access to documents,
data, and code that you wish to share. You can set this up for your 
classes as well - partitioning
a site into separate classes where documents, etc, related only to each 
respective class are
available to students for download. I have my site partitioned into 6 
sections as I recall.

Bepress is short for Berkeley Press, a well known site for a number of 
electronic journals. Some
are new well respected journals in their respective subject areas; eg 
Journal of Quantitative Analysis
in Sports. The founder, a prof at UC Berkeley, wanted to design a site 
like this to help academics
have a site to share their writings. But others in the research 
industry have found it useful too.
After it is set up, a google search of your name will display the site, 
which can be accessed by a
click. Others can find your site in this way, but you can also 
specifically give the address to them.
Or you can display the address on your university or business web site.

Technial support is available by email and phone if you have problems 
or want to do things with the
site for which it was not designed. For instance, the site was not 
originally designed for the downlad of
data sets contained in a large zip file. I inquired about it though, 
and the developers showed me how to use
(trick) the software to allow this capability. I have found the 
assistance to be immediate and very helpful.

You can check out my site to see how it is organized by accessing

                        http://works.bepress.com/joseph_hilbe/

or access the main web page to learn more about it at

                        http://works.bepress.com/

The above site describes the capabilities provided and gives several 
other example "Selected Works" sites by
others in the academic and research industry (eg RAND) world.  If you 
do get a site, you receive another
address to edit the site, and to receive a report of how many times a 
document has been downloaded. Each month
you get a complete useage report emailed to you by BePress.

I found this site to be very useful in providing support to those who 
have obtained copies of my books.
For the most part, I have placed only papers and articles that I think 
are related to the two books
for which I first obtained the site.  I put some others on the site as 
well for which I had been
receiving quite few requests -- this way instead of me having to email 
(attachment) an article to
someone who is requesting it, they can just download it on their own.  
You can design the site to meet
your own needs, and add to or take from as you desire. There is a cost 
associated for institutional
subscribers, but none for individuals.  I believe that many in the 
Stata community can find having such
a site to useful -- I highly recommend it. I've had mine for well over 
a year, with no problems.

Joseph Hilbe

Hilbe, Joseph M (2011), Negative Binomial Regression, 2nd edition, 
Cambridge University Press
     http://www.stata.com/bookstore/nbr.html
Hilbe, Joseph M (2009), Logistic Regression Models, Chapman & Hall/CRC
     http://www.stata.com/bookstore/lrm.html




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