Model choice [Was: st: which -cmp- option to use for poisson model with count data?]

[<S.Jenkins@lse.ac.uk>]

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

Date: Mon, 7 May 2012 20:54:23 +0200
From: "Laura R." <laura.roh@googlemail.com>
Subject: Re: st: which -cmp- option to use for poisson model with count
data?

Dear Maarten,

I thought if the independence assumption is violated in an ordered
probit model, one definitely cannot use this model, because it's the
wrong model. I have never heard anyone saying "I use this model
anyways, because ..." and explaining some good reasons.

=============

As famous statistician George Box once said, 'Essentially, all models
are wrong, but some are useful'. (See
http://en.wikiquote.org/wiki/George_E._P._Box)

One might use the espousal of OLS regression in all sorts of contexts by
J Angrist and J.-S. Pischke's in their book, Mostly Harmless
Econometrics (Princeton UP, 2009), as a counter-example to the claim in
your last sentence. 


Stephen
------------------
Professor Stephen P. Jenkins <s.jenkins@lse.ac.uk>
Department of Social Policy and STICERD
London School of Economics and Political Science
Houghton Street, London WC2A 2AE, UK
Tel: +44(0)20 7955 6527
Changing Fortunes: Income Mobility and Poverty Dynamics in Britain, OUP
2011, http://ukcatalogue.oup.com/product/9780199226436.do
Survival Analysis Using Stata:
http://www.iser.essex.ac.uk/survival-analysis
Downloadable papers and software: http://ideas.repec.org/e/pje7.html


Please access the attached hyperlink for an important electronic communications disclaimer: http://lse.ac.uk/emailDisclaimer

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