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st: Re: Poisson and marginal effects
From
Jessie C <[email protected]>
To
[email protected]
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
<[email protected]> 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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