Thanks Bill!
Not asking for help with Stata at all, on the contrary: the article
mentioned using Stata to fit the model described earlier, and I wasn't
sure how to do the same in R (which is what I've used since college).
Thanks again, I'll play around a bit glmRob, see what happens (though
it's slightly worrisome that I won't be able to obtain similar
results, if only for 'contrast').
Cheers,
Wil
On Sep 12, 2010, at 12:36 AM, <bill.venab...@csiro.au> <bill.venab...@csiro.au
> wrote:
In R, the glm families poisson and quasipoisson will give you the
same estimates. Their standard errors will (usually) be different,
though, and family = quasipoisson does not give you an AIC (since it
does not maximise a true likelihood; it uses quasi-likelihood
estimation).
I hope you are not asking this list for help with Stata. We've never
heard of it. It looks to me, though, that what you are doing below
is fitting a robust poisson glm. If so, it is something different
again. There is a package 'robust' which has a glmRob() fitting
function in it that may do something similar, but there is so much
tweaking allowed with robust fits the chance of getting the same
result as with some other system (or even with R if you do it again,
mostly) is effectively zero.
Tip: use R and forget the others. It makes life so much easier all
round.
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org
] On Behalf Of Wil M Contreras Arbaje
Sent: Sunday, 12 September 2010 11:27 AM
To: r-help@r-project.org
Subject: [R] R-equivalent Stata command: poisson or quasipoisson?
Hello R-help,
According to a research article that covers the topic I'm analyzing,
in Stata, a Poisson pseudo-maximum-likelihood (PPML) estimation can be
obtained with the command
poisson depvar_ij ln(indepvar1_ij) ln(indepvar2_ij) ...
ln(indepvarN_ij), robust
I looked up Stata help for the command, to understand syntax and such:
www.stata.com/help.cgi?poisson
Which simply says that the command fits a Poisson regression of depvar
on indepvars. However, in my google-searching, I noticed that pseudo-
maximum-likelihood estimation is sometimes called 'quasi-maximum,' and
that R has a "quasipoisson" family that seems to allow for
overdispersion. So, am I missing something, or should I specify
"quasipoisson" when implementing this estimation?
Thanks a lot!
Cheers,
Wil
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