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st: Re: Poisson and marginal effects


From   Jessie C <jessiecoh@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Re: Poisson and marginal effects
Date   Sun, 13 May 2012 18:57:14 -0400

Thank you for your help.  I am interested in comparing the Poisson
estimates to OLS estimates.  Would the comparison be the OLS
regression of log y versus Poisson of y and I multiply the coefficient
coming from f the Poisson regression by the mean of y?

The variable of interest is discrete.  If the coefficient is beta_1,
how I interpret that?  Is it a going from 0 to 1 increases y by beta_1
percent?  or beta_1 * mean y percent?

On Sun, May 13, 2012 at 6:41 PM, Jeffrey Wooldridge
<jmwooldridge60@gmail.com> wrote:
> In Poisson regression the average partial effect of a continuous
> variable is just the sample average of y times the coefficient.
> Naturally, it is harder for a discrete change. There is makes sense to
> obtain the predicted value at the two different settings of the
> explanatory variable, with other variables evaluated at their observed
> values, and average the difference.

> The reason this is not regularly done in Poisson regression is that
> the coefficients have interpretations as percentage changes.
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