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| From | "Laura R." <laura.roh@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 19:06:37 +0200 |
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 >> >> * >> * 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/ * * 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/