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Re: Model choice [Was: st: which -cmp- option to use for poisson model with count data?]
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Re: Model choice [Was: st: which -cmp- option to use for poisson model with count data?]
Date
Tue, 8 May 2012 11:08:43 +0000
If the DV is categorical in its metric, why would you be fitting the model by OLS?
C
-----Original Message-----
From: "Justina Fischer" <[email protected]>
Sender: [email protected]
Date: Tue, 08 May 2012 11:54:02
To: <[email protected]>; <[email protected]>
Reply-To: [email protected]: Re: Model choice [Was: st: which -cmp- option to use for poisson model
with count data?]
Shouldn't the right question rather be:
How seriously does violation of assumption x affect (bias) my estimates ?
For many instances with categorical dependent variables, it has been shown that the bias produced by OLS is relatively small.
Justina
-------- Original-Nachricht --------
> Datum: Tue, 8 May 2012 10:02:26 +0100
> Von: [email protected]
> An: [email protected]
> Betreff: Model choice [Was: st: which -cmp- option to use for poisson model with count data?]
> ------------------------------
>
> Date: Mon, 7 May 2012 20:54:23 +0200
> From: "Laura R." <[email protected]>
> 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 <[email protected]>
> 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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--
Justina AV Fischer, PhD
COFIT Fellow
World Trade Institute
University of Bern
homepage: http://www.justinaavfischer.de/
e-mail: [email protected]. [email protected]
papers: http://ideas.repec.org/e/pfi55.html
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