Re: Model choice [Was: st: which -cmp- option to use for poisson model with count data?]

[clivelists@googlemail.com]

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
> 
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-- 
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


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