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Re: st: checking over dispersion in XTPOISSON


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: checking over dispersion in XTPOISSON
Date   Fri, 6 Jan 2012 10:58:36 +0500

Extending my previous discussion, then

if it is over or underdispersed. Then apply the cluster option as
shows above. See if the standard errors change much. If change, then
there is not overdispersion

On Fri, Jan 6, 2012 at 10:45 AM, Rajaram Subramanian Potty
<rajara999@gmail.com> wrote:
> Dear all,
>
> Thanks for the suggestion
>
> I understand from the STATA manual that negative binomial regression
> can be used to check overdispersion. I am nost sure whether same can
> be used if one has panel data. Can I use negative binomial regression
> with the cluster option to test the over dispersion in the present
> problem.  In the cluster I will consider the panel identifier.
>
> RAJARAM. S
>
>
> On Thu, Jan 5, 2012 at 1:59 PM, Muhammad Anees <anees@aneconomist.com> wrote:
>> The following quotation from my discussion with Jo Hilbe describes and
>> answers many such problems.
>>
>> glm panelcount x1 x2 x3, fam(poi)
>> glm panelcount x1 x2 x3, fam(poi) cluster(panelvar)
>> glm panelcount x1 x2 x3, fam(nb ml)
>> glm panelcount x1 x2 x3, fam(nb ml) cluster(panelvar)
>>
>> where panelvar is your panel variable, eg id and x1-x3 are predictors.
>>
>> Check the Pearson dispersion statistic for the Poisson model. If it is
>> above 1.0 the model is Poisson overdispersed.
>>
>> I wish you it helps you too.
>>
>> Anees
>>
>> On Thu, Jan 5, 2012 at 1:21 PM, Rajaram Subramanian Potty
>> <rajara999@gmail.com> wrote:
>>> Dear all,
>>>
>>> I would like to know how one should check for overdispersion in a
>>> model fitted using "xtpoisson". If one noticed overdispersion how to
>>> correct it or which is the alternative analysis.
>>>
>>> Thanks in advance.
>>>
>>>
>>> RAJARAM
>>> *
>>> *   For searches and help try:
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>>
>>
>>
>> --
>>
>> Best
>> ---------------------------
>> Muhammad Anees
>> Assistant Professor/Programme Coordinator
>> COMSATS Institute of Information Technology
>> Attock 43600, Pakistan
>> http://www.aneconomist.com
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/help.cgi?search
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/



-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


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