Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | clivelists@googlemail.com |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: Model choice [Was: st: which -cmp- option to use for poisson model with count data?] |
Date | Tue, 8 May 2012 11:08:43 +0000 |
If the DV is categorical in its metric, why would you be fitting the model by OLS? C -----Original Message----- From: "Justina Fischer" <JAVFischer@gmx.de> Sender: owner-statalist@hsphsun2.harvard.edu Date: Tue, 08 May 2012 11:54:02 To: <statalist@hsphsun2.harvard.edu>; <statalist@hsphsun2.harvard.edu> Reply-To: statalist@hsphsun2.harvard.eduSubject: Re: Model choice [Was: st: which -cmp- option to use for poisson model with count data?] Shouldn't the right question rather be: How seriously does violation of assumption x affect (bias) my estimates ? For many instances with categorical dependent variables, it has been shown that the bias produced by OLS is relatively small. Justina -------- Original-Nachricht -------- > Datum: Tue, 8 May 2012 10:02:26 +0100 > Von: S.Jenkins@lse.ac.uk > An: statalist@hsphsun2.harvard.edu > Betreff: Model choice [Was: st: which -cmp- option to use for poisson model with count data?] > ------------------------------ > > Date: Mon, 7 May 2012 20:54:23 +0200 > From: "Laura R." <laura.roh@googlemail.com> > Subject: Re: st: which -cmp- option to use for poisson model with count > data? > > Dear Maarten, > > I thought if the independence assumption is violated in an ordered > probit model, one definitely cannot use this model, because it's the > wrong model. I have never heard anyone saying "I use this model > anyways, because ..." and explaining some good reasons. > > ============= > > As famous statistician George Box once said, 'Essentially, all models > are wrong, but some are useful'. (See > http://en.wikiquote.org/wiki/George_E._P._Box) > > One might use the espousal of OLS regression in all sorts of contexts by > J Angrist and J.-S. Pischke's in their book, Mostly Harmless > Econometrics (Princeton UP, 2009), as a counter-example to the claim in > your last sentence. > > > Stephen > ------------------ > Professor Stephen P. Jenkins <s.jenkins@lse.ac.uk> > Department of Social Policy and STICERD > London School of Economics and Political Science > Houghton Street, London WC2A 2AE, UK > Tel: +44(0)20 7955 6527 > Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP > 2011, http://ukcatalogue.oup.com/product/9780199226436.do > Survival Analysis Using Stata: > http://www.iser.essex.ac.uk/survival-analysis > Downloadable papers and software: http://ideas.repec.org/e/pje7.html > > > Please access the attached hyperlink for an important electronic > communications disclaimer: http://lse.ac.uk/emailDisclaimer > > * > * 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/ -- Justina AV Fischer, PhD COFIT Fellow World Trade Institute University of Bern homepage: http://www.justinaavfischer.de/ e-mail: javfischer@gmx.de. justina.fischer@wti.org papers: http://ideas.repec.org/e/pfi55.html * * 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/