Martin
Thanks for the links.
The 1 refers to the dispersion statistic (1/DF)
>>> "Martin Weiss" <[email protected]> 18/08/2009 09:57 >>>
<>
See http://www.stata.com/statalist/archive/2008-12/msg00843.html and
Cameron
and Trivedi (2009), chap. 17, http://www.stata-press.com/books/mus.html
The cut-off for overdispersion depends on your chosen significance
level for
the "Likelihood-ratio test of alpha=0" at the bottom of -nbreg- output
in
Stata. What is the "1" you are referring to in your last sentence?
HTH
Martin
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Von: [email protected]
[mailto:[email protected]] Im Auftrag von Mamopeli
Matooane
Gesendet: Dienstag, 18. August 2009 09:47
An: [email protected]
Betreff: st: Poisson and negative binomial regression
I have count data - time-activity data (dependant variable) and
categorical
data e.g. gender, education, employment and others (Independant
variables).
I have applied poisson and NBR and get similar results in terms of
coefficients, and p-values. There's a slight improvement in standard
errors
with NBR.
Applying NBR does not however eliminate the problem of underdispserion
in
the data. How does one address underdispersion and what is the cut off
point
from 1 to say there's underdisprsion/overdispersion
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