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Re: st: checking over dispersion in XTPOISSON


From   Rajaram Subramanian Potty <rajara999@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: checking over dispersion in XTPOISSON
Date   Fri, 6 Jan 2012 15:42:52 +0530

The out put from "xtnbreg" gives r and s. But how to check whether
there is overdispersion from r and s. Manual did not explaing how to
check overdispersion using "xtnbreg". But for "nbreg" the alpha value
will indicate whether there is overdispersion.

Thanks and regards,

RAJARAM. S

On Fri, Jan 6, 2012 at 2:19 PM, Nick Cox <njcoxstata@gmail.com> wrote:
> Also, Stata [sic] has -xtnbreg-.
>
> Nick
>
> On Fri, Jan 6, 2012 at 5:58 AM, Muhammad Anees <anees@aneconomist.com> 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 <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.
>
> 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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