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Re: st: RE: Exact Poisson Regression
.
I read your review of Stata 9 and of exact statistics in various
packages. Both were good reads. Thank you!
-Dave
On Feb 16, 2008, at 9:14 AM, [email protected] wrote:
Gary Anderson asks about whether anyone has developed an exact
negative
binomial
command. No one has done that yet, but the folks at Cytel talked to
me about
it back
in November 2005 when I gave an ASA LearnStat course in the Boston
area.
The parameterization of the exact negative binomial would take the
canonical
form; ie
it would not be the Poisson-gamma mixture model parameterization
with which
most
statisticians are familiar. Therefore, it would not have the same
relationship to Poisson
overdispersion as does the NB-2 type of negative binomial, which is
estimated by using
the default form of -nbreg-. The canonical negative binomial can be
used to
model count
data, and does a good job modeling data that is Poisson-
overdispersed. I say
this because
negative binomial models can be overdispersed as well. But, because
it does
not have
the log link as does Poisson (and NB-2), the canonical NB
heterogeneity or
ancillary parameter
it cannot be used for direct comparisons with Poisson overdispersion
as is
NB-2. Again, an exact NB
would be a canonical NB.
I submitted a maximum likelihood canonical NB Stata program to SSC
last year
called -cnbreg-.
It has all of the bells and whistles as the usual Stata maximum
likelihood
commands. I've been doing simulation studies on the NB-C model, as
I call the
canonical NB in "Negative Binomial Regression", comparing it with
Poisson,
NB-2, and NB-1 models. I intend to publish the results when
completed.
NB-C is actually a nice model and can do a better job modeling some
types of
data than NB-2 or NB-1.
I think it is worth the effort to construct an exact NB command, but
I now
doubt that Cytel will get to it.
LogXact, Cytel's software application for modeling exact logistic
and exact
Poisson models, is not alone any more in providing this capability
to its
users. SAS and SPSS can model exact logistic models, and Stata both
exact
logistic and exact Poisson. Because of the strong competition in
this regard, it is
my understanding that Cytel is emphasizing development of packages
such as
East, which is marketed to the clinical trials industry. I doubt
that it will
develop an exact NB now. And since there are no published
algorithms showing
how to do it, I very much doubt that SAS or SPSS will take it on.
That leaves
Stata Corp. An exact NB, although of canonical parameterization,
still would
be valuable for modeling counts with excessive correlation in the
data. There
are great reasons why I think it worth the effort.
By the way, Bob Oster and I wrote an article for "The American
Statistician"
(current issue) which compares the exact statistics capabilities of
StatXact/LogXact, SAS, SPSS, and Stata. Those of you who have an
interest in exact
statistics may find the review to be helpful.
Joseph Hilbe
**************The year's hottest artists on the red carpet at the
Grammy
Awards. Go to AOL Music.
(http://music.aol.com/grammys?NCID=aolcmp00300000002565)
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--
David C. Airey, Ph.D.
Pharmacology Research Assistant Professor
Center for Human Genetics Research Member
Department of Pharmacology
School of Medicine
Vanderbilt University
Rm 8158A Bldg MR3
465 21st Avenue South
Nashville, TN 37232-8548
TEL (615) 936-1510
FAX (615) 936-3747
EMAIL [email protected]
URL http://people.vanderbilt.edu/~david.c.airey/dca_cv.pdf
URL http://www.vanderbilt.edu/pharmacology
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