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RE: st: which -cmp- option to use for poisson model with count data?


From   "David Roodman ([email protected])" <[email protected]>
To   "[email protected]" <[email protected]>
Subject   RE: st: which -cmp- option to use for poisson model with count data?
Date   Mon, 30 Apr 2012 02:55:21 +0000

Laura, I'm afraid cmp is probably not appropriate. Unless the counts are high, count data can't be realistically modeled as the outcome of a single underlying process consisting of a linear functional plus a normally distributed error.

The truncated regression model is intended for the same kinds of outcomes as Stata's truncreg command--one's with a continuous but truncated outcome.

--David

------------------

From	  "Laura R." <[email protected]>
To	  [email protected]
Subject	  st: which -cmp- option to use for poisson model with count data?
Date	  Fri, 27 Apr 2012 20:16:46 +0200
 Dear Stata users

Can -cmp- be used with count data, which would normally be estimated
using -poisson- in Stata? For example, the number of experts, ranging
from 0 to 5 in the data (but theoretically limited to >0) .

As this variable would be truncated (at 0, right truncated), I suppose
I should use the option -indicator($cmp_trunc)- when using -cmp-?

For example

*---------------------------- Stata example begin---------------------

cmp (experts=x1 x2 x3, trunc(0 .)), indicators($cmp_trunc)

*------------------------- Stata example end------------------------

would this be correct?

Thank you very much for your consideration.

Laura


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