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st: Compare fit of variable in modified poisson model


From   Kassie Melius <[email protected]>
To   [email protected]
Subject   st: Compare fit of variable in modified poisson model
Date   Tue, 17 Dec 2013 14:34:00 +0000

Dear Statalisters,

I am using Stata 13 and modified poisson regression with robust error
variances (as per Zou G. A Modified Poisson Regression Approach to
Prospective Studies with Binary Data. Am J Epidemiol 2004;
159(7):702-6.)

How can I compare the p-value for the fit of each variable in my model ?

For example if i run:

glm depvar i.var1 i.var2 i.var3 i.var4, fam(poisson) link(log) nolog
vce(robust) eform

Is it appropriate to use testparm for each var1-var3 given that it is
a Wald test, or should I be using lrtest (or something else)?


Thank you
Kassie
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