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

["Laura R." <laura.roh@googlemail.com>]

It seems to be an endless discussion.

Thank you all for your inputs. Stephen, I will have a look on that
book you mentioned.

LR



2012/5/8  <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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