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

[Muhammad Anees <anees@aneconomist.com>]

Hello,

What if you think of stereotype logistic regression models as
developed by Anderson (1984), a compromise between ordered and
multinomial logistic regression. You can use them when you are unsure
of the relevance of the ordering, as is often the case when subjects
are asked to assess or judge something. Is this not the case of yours?
Stata routine is slogit for this.

For details, please note
 Anderson, J. A. 1984. Regression and ordered categorical variables
(with discussion).  Journal of the Royal Statistical Society, Series B
46: 1-30.




On Thu, May 3, 2012 at 3:54 PM, 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.
>
> Best regards
> Laura
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-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com

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