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Re: st: which -cmp- option to use for poisson model with count data?

From   Nick Cox <>
Subject   Re: st: which -cmp- option to use for poisson model with count data?
Date   Thu, 3 May 2012 12:21:18 +0100

Thanks for this. I don't have anything to add myself but this may
stimulate further comments by others.

On Thu, May 3, 2012 at 11:54 AM, Laura R. <> wrote:
> Dear Nick,
> I really appreciate your help.
> (a) information
> dependent variable:
> - experts
> - in this sample: 0 to 5
> - 0 should be in the analysis (not "missing")
> - in other samples, it can be more than 5, but naturally not less than 0
> - one independent variable can be endogenous, so I thought about
> estimating this variable with a probit, then the experts-regression,
> in a framework like -cmp- where the error terms can be correlated and
> which is not restricted to a contiuous variable in the main regression
> (like Heckman selection would be)
> (b) understanding
> "> "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." "
> Yes, I certainly got that.
> "> That was his advice about using -cmp-. He's the author and an
> expert. If you want to go against his advice, that's your call, but in
> the only example you have given, your counts have a maximum of 5."
> Of course, he is the expert, and no, I don't want to go against his
> advice. That's why I am looking for another solution on how to analyse
> my data correctly. So far, options might be using -gllamm-, -ssm-,
> binomial, maybe ordered probit within -cmp-.
> "Whether your count data can be treated as ordered probit is something
> on which experts have different tastes and judgements. Counts that can
> go 0,...,5 could be treated as graded variables 0 < 1 < 2 < 3 < 4 < 5.
> I can't comment on the example you refer to, as I have not studied
> it."
> O.k.
> "> On terminology: I wouldn't describe a counted variable as a
>> categorical variable, although counted variables do certainly appear
>> in categorical data analysis texts."
> Sure, you are right.
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