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Re: st: checking over dispersion in XTPOISSON
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: checking over dispersion in XTPOISSON
Date
Fri, 6 Jan 2012 08:49:33 +0000
Also, Stata [sic] has -xtnbreg-.
Nick
On Fri, Jan 6, 2012 at 5:58 AM, Muhammad Anees <[email protected]> wrote:
> 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
>> 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.
On Thu, Jan 5, 2012 at 1:59 PM, Muhammad Anees <[email protected]> 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.
Thu, Jan 5, 2012 at 1:21 PM, Rajaram Subramanian Potty
>>>> 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.
>>>>
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