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| From | Austin Nichols <austinnichols@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: IVPOIS question |
| Date | Wed, 6 Mar 2013 16:31:01 -0500 |
Anat (Manes) Tchetchik <anatmanes@gmail.com>: No assumption about conditional variance is required for consistent estimation of coefficients in a Poisson model or -glm- with a log link. Only the conditional mean assumption is required. The FAQ cited contains many errors--if anyone knows who wrote it, please them know. On Wed, Mar 6, 2013 at 4:01 PM, Anat (Manes) Tchetchik <anatmanes@gmail.com> wrote: > Dear all, > I'm still struggling with my IV Poisson model. > I'm not sure; does the assumption about conditional variance for > consistency is required ? > I read in http://www.ats.ucla.edu/stat/stata/dae/poissonreg.htm that > the Poisson has a strong assumption; that the conditional variance > equals conditional mean > If so then what test should be used to verify if my data is > "qualified" for using this model? * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/