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From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: which -cmp- option to use for poisson model with count data? |
Date | Thu, 3 May 2012 12:21:18 +0100 |
Thanks for this. I don't have anything to add myself but this may stimulate further comments by others. On Thu, May 3, 2012 at 11:54 AM, Laura R. <laura.roh@googlemail.com> wrote: > Dear Nick, > > I really appreciate your help. > > (a) information > dependent variable: > - experts > - in this sample: 0 to 5 > - 0 should be in the analysis (not "missing") > - in other samples, it can be more than 5, but naturally not less than 0 > - one independent variable can be endogenous, so I thought about > estimating this variable with a probit, then the experts-regression, > in a framework like -cmp- where the error terms can be correlated and > which is not restricted to a contiuous variable in the main regression > (like Heckman selection would be) > > (b) understanding > "> "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." " > Yes, I certainly got that. > > "> That was his advice about using -cmp-. He's the author and an > expert. If you want to go against his advice, that's your call, but in > the only example you have given, your counts have a maximum of 5." > Of course, he is the expert, and no, I don't want to go against his > advice. That's why I am looking for another solution on how to analyse > my data correctly. So far, options might be using -gllamm-, -ssm-, > binomial, maybe ordered probit within -cmp-. > > "Whether your count data can be treated as ordered probit is something > on which experts have different tastes and judgements. Counts that can > go 0,...,5 could be treated as graded variables 0 < 1 < 2 < 3 < 4 < 5. > I can't comment on the example you refer to, as I have not studied > it." > O.k. > >> > "> On terminology: I wouldn't describe a counted variable as a >> categorical variable, although counted variables do certainly appear >> in categorical data analysis texts." > Sure, you are right. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/