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RE: st: Assumptions for continuous predictor in negative binomial regression model


From   <[email protected]>
To   <[email protected]>
Subject   RE: st: Assumptions for continuous predictor in negative binomial regression model
Date   Fri, 28 Mar 2014 10:30:02 +0000

Thanks Nick and Marteen!
I do now have a nice graph, but how exactly can I verify whether the assumption is now met or not? Is there a test or another nice graphical option to verify if the underlying assumption is met for a certain variable? ( and so to decide whether I can keep it as a continuous variable in the model or if I have to e.g. categorize it).

Thanks!
Isabel

-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Maarten Buis
Sent: Freitag, 28. März 2014 11:11
To: [email protected]
Subject: Re: st: Assumptions for continuous predictor in negative binomial regression model

On Fri, Mar 28, 2014 at 10:47 AM,  Isabel Lechner wrote:
> I could find quite a lot of assumptions concerning a negative binomial regression model in general, but what I couldn't find was if there is assumptions about including a continuous variable as a predictor? e.g in logistic regression,  it requires that the independent continuous variable is linearly related to the log odds of the outcome.
>
> 1. Is this the same for the negative binomial regression? Or are there any other assumptions concerning the inclusion of a continuous predictor variable?
>
> 2. I tried to graphically show this linear relationship of the independent continuous variable and the log odds of the outcome for logistic regression, but I didn't get a satisfying result! Any advice on that? I'm sure there must be a pretty easy way in stata, but I couldn't figure it out!

Nick answered your second question.

Your first question: yes it assumes that that the effect of your variable is linear with respect to the log(count). An equivalent way of thinking about that is: a unit increase in your variable is associated with the same percentage increase or decrease in the expected count regardless of where one starts.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------

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