Re: st: checking over dispersion in XTPOISSON

[Rajaram Subramanian Potty <rajara999@gmail.com>]

Dear all,

Thanks for the suggestion

I understand from the STATA manual that negative binomial regression
can be used to check overdispersion. I am nost sure whether same can
be used if one has panel data. Can I use negative binomial regression
with the cluster option to test the over dispersion in the present
problem.  In the cluster I will consider the panel identifier.

RAJARAM. S


On Thu, Jan 5, 2012 at 1:59 PM, Muhammad Anees <anees@aneconomist.com> wrote:
> The following quotation from my discussion with Jo Hilbe describes and
> answers many such problems.
>
> glm panelcount x1 x2 x3, fam(poi)
> glm panelcount x1 x2 x3, fam(poi) cluster(panelvar)
> glm panelcount x1 x2 x3, fam(nb ml)
> glm panelcount x1 x2 x3, fam(nb ml) cluster(panelvar)
>
> where panelvar is your panel variable, eg id and x1-x3 are predictors.
>
> Check the Pearson dispersion statistic for the Poisson model. If it is
> above 1.0 the model is Poisson overdispersed.
>
> I wish you it helps you too.
>
> Anees
>
> On Thu, Jan 5, 2012 at 1:21 PM, Rajaram Subramanian Potty
> <rajara999@gmail.com> wrote:
>> Dear all,
>>
>> I would like to know how one should check for overdispersion in a
>> model fitted using "xtpoisson". If one noticed overdispersion how to
>> correct it or which is the alternative analysis.
>>
>> Thanks in advance.
>>
>>
>> RAJARAM
>> *
>> *   For searches and help try:
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>> *   http://www.ats.ucla.edu/stat/stata/
>
>
>
> --
>
> Best
> ---------------------------
> Muhammad Anees
> Assistant Professor/Programme Coordinator
> COMSATS Institute of Information Technology
> Attock 43600, Pakistan
> http://www.aneconomist.com
>
> *
> *   For searches and help try:
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*
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