Re: st: Marginsplot after Poisson regression and negative predicted values

["Roger B. Newson" <r.newson@imperial.ac.uk>]

I think this example is part of the reason why most people use a log 
transform with Poisson means. THe -punaf- package (downloadable from 
SSC) uses this transformation, both with scenario Poisson means and with 
their ratio. And -punaf- works for Poisson-like count variables, and 
even for gamma and inverse-Gaussian continuous variables. And even with 
life expectancies, as estimated using -streg-.
Best wishes

Roger

Roger B Newson BSc MSc DPhil
Lecturer in Medical Statistics
Respiratory Epidemiology, Occupational Medicine
and Public Health Group
National Heart and Lung Institute
Imperial College London
Royal Brompton Campus
Room 33, Emmanuel Kaye Building
1B Manresa Road
London SW3 6LR
UNITED KINGDOM
Tel: +44 (0)20 7352 8121 ext 3381
Fax: +44 (0)20 7351 8322
Email: r.newson@imperial.ac.uk
Web page: http://www.imperial.ac.uk/nhli/r.newson/
Departmental Web page:
http://www1.imperial.ac.uk/medicine/about/divisions/nhli/respiration/popgenetics/reph/

Opinions expressed are those of the author, not of the institution.

On 08/01/2014 09:37, Maarten Buis wrote:
> I suspect that you mean the confidence interval around the predicted
> values. It is a known issue with the delta method that is used by
> -margins- for computing the confidence interval. Generally I would not
> worry too much about it, as these bounds are failry approximate
> anyhow, but if you do you can predict the linear predictor with its
> confidence intervals and transform those to the expected count metric
> as in <http://www.stata.com/support/faqs/statistics/delta-rule/index.html>.
>
> Hope this helps,
> Maarten
>
>
> On Wed, Jan 8, 2014 at 9:51 AM, James Bernard <jamesstatalist@gmail.com> wrote:
> > Hi all,
> >
> > I have ran a Poisson model. Then tried to run -margins and
> > -marginsplot for one of the variables.
> >
> > The shape of the graph makes sense. But, the range of predicted values
> > of the dependent variable (which is a count variable, obviously)
> > ranges from 1 at its maximum and -6 at its minimum. Is this usual? Am
> > I doing something wrong?
> >
> > Thanks,
> > James
> > *
> > *   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/
*
*   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/