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| From | Austin Nichols <austinnichols@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: which -cmp- option to use for poisson model with count data? |
| Date | Mon, 30 Apr 2012 11:26:39 -0400 |
Laura R. <laura.roh@googlemail.com>: The problem description sounds entirely wrong. If the outcome must be positive, then a zero in the data represents an unknown value and should be replaced by a missing value, or multiply imputed. If there is truncation, it must be above 5, or does 5 represent any number above 4, i.e. data is censored at 5 via topcoding? These distinctions are very important in describing the data you wish to analyze. Censoring and truncation are not the same thing. On Mon, Apr 30, 2012 at 10:54 AM, Stas Kolenikov <skolenik@gmail.com> wrote: > You could try to harness -gllamm- to do it. You could still use -cmp- > as a crude working model approximation, being aware that an ordinal > regression is a poor substitute for Poisson model. (Not that I > disagree with David, the respected author of -cmp-, but it does look > tempting to run it this way). > > On Mon, Apr 30, 2012 at 9:32 AM, Laura R. <laura.roh@googlemail.com> wrote: >> Dear David, >> >> I have a dependent count variable ranging from 0 to 5. It's a pity >> that this cannot be estimated with -cmp-. >> >> Does anyone know a similar model with a two-equation-system where one >> is poisson regression (for count data), the other one is probit? >> >> Laura >> >> >> >> 2012/4/30 David Roodman (droodman@cgdev.org) <DRoodman@cgdev.org>: >>> Laura, I'm afraid cmp is probably not appropriate. Unless the counts are high, count data can't be realistically modeled as the outcome of a single underlying process consisting of a linear functional plus a normally distributed error. >>> >>> The truncated regression model is intended for the same kinds of outcomes as Stata's truncreg command--one's with a continuous but truncated outcome. >>> >>> --David >>> >>> ------------------ >>> >>> From "Laura R." <laura.roh@googlemail.com> >>> To statalist@hsphsun2.harvard.edu >>> Subject st: which -cmp- option to use for poisson model with count data? >>> Date Fri, 27 Apr 2012 20:16:46 +0200 >>> Dear Stata users >>> >>> Can -cmp- be used with count data, which would normally be estimated >>> using -poisson- in Stata? For example, the number of experts, ranging >>> from 0 to 5 in the data (but theoretically limited to >0) . >>> >>> As this variable would be truncated (at 0, right truncated), I suppose >>> I should use the option -indicator($cmp_trunc)- when using -cmp-? >>> >>> For example >>> >>> *---------------------------- Stata example begin--------------------- >>> >>> cmp (experts=x1 x2 x3, trunc(0 .)), indicators($cmp_trunc) >>> >>> *------------------------- Stata example end------------------------ >>> >>> would this be correct? >>> >>> Thank you very much for your consideration. >>> >>> Laura * * 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/