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Re: st: poisson regress probabilities


From   Austin Nichols <[email protected]>
To   [email protected]
Subject   Re: st: poisson regress probabilities
Date   Fri, 16 Apr 2010 14:40:54 -0400

Wolney Conde <[email protected]> :
On the contrary, Stata does allow you to use -predict-, but of course
using -poisson- to predict probabilities can result in predicted
probabilities in excess of 1:

sysuse auto, clear
qui logit foreign mpg, r
predict p1
qui poisson foreign mpg, r
predict p2
sc p2 p1

On Fri, Apr 16, 2010 at 2:31 PM, Wolney Conde <[email protected]> wrote:
> Dear listers,
> I'd like to express my output Poisson regression as probabilities.
> Stata doesn't allow to this using <predict> command instead of after
> <logit> command for example. After logit regression I can get
> probabilities directly using <p> option in <predict> command or
> calculating by exp(xb)/(1+exp(xb)). Can I do the same to Poisson
> regress?
> I'm afraid it's a silly question once probability distribution
> estimation is different for Poisson and binomial distribution but I'd
> like to some advice.
> thanks in advanced,
> Wolney.
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