poisson_postestimation.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 24mar2005}{...}
{cmd:help poisson postestimation} {...}
{right:dialogs:  {bf:{dialog poisso_p:predict}}  {bf:{dialog poisson_estat:estat}}}
{right:also see:  {helpb poisson}{space 7}}
{hline}

{title:Title}

{p2colset 5 35 37 2}{...}
{p2col :{hi:[R] poisson postestimation} {hline 2}}Postestimation tools for
poisson{p_end}
{p2colreset}{...}


{title:Description}

{pstd}
The following postestimation command is of special interest after {cmd:poisson}:

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
{synopt :{helpb poisson postestimation##estatgof:estat gof}}goodness-of-fit test{p_end}
{synoptline}
{p2colreset}{...}

{pstd}
In addition, the following standard postestimation commands are available:

{synoptset 13 tabbed}{...}
{p2coldent :command}description{p_end}
{synoptline}
INCLUDE help post_adjust2star
INCLUDE help post_estat
INCLUDE help post_estimates
INCLUDE help post_lincom
INCLUDE help post_linktest
INCLUDE help post_lrtest
INCLUDE help post_mfx
INCLUDE help post_nlcom
{synopt :{helpb poisson postestimation##predict:predict}}predictions, residuals, influence statistics, and other diagnostic measures{p_end}
INCLUDE help post_predictnl
INCLUDE help post_suest
INCLUDE help post_test
INCLUDE help post_testnl
{synoptline}
{p2colreset}{...}
{p 4 6 2}* {cmd:adjust} does not work with time-series operators.


{title:Special-interest postestimation command}

{pstd}
{cmd:estat gof} performs a goodness-of-fit test of the model.  The default is
the deviance statistic; specifying option {opt pearson} will give the Pearson
statistic.  If the test is significant, the Poisson regression model is
inappropriate.  In this case, you could try a negative binomial model; see
{helpb nbreg}. 


{marker predict}{...}
{title:Syntax for predict}

{p 8 16 2}
{cmd:predict} {dtype} {newvar} {ifin} 
[{cmd:,} {it:statistic} {opt nooff:set}]

{synoptset 11 tabbed}{...}
{synopthdr :statistic}
{synoptline}
{syntab :Main}
{synopt :{opt n}}predicted number of events; the default{p_end}
{synopt :{opt ir}}incidence rate exp(xb){p_end}
{synopt :{opt xb}}linear prediction{p_end}
{synopt :{opt stdp}}standard error of the linear prediction{p_end}
{synopt :{opt sc:ore}}first derivative of the log likelihood with respect to
xb{p_end}
{synoptline}
{p2colreset}{...}
INCLUDE help esample


{title:Options for predict}

{phang}
{opt n}, the default, calculates the predicted number of events, which is
exp(xb) if neither {opth offset(varname)} nor {opt exposure(varname)} was
specified when the model was fitted,{break}
exp(xb + offset) if {opt offset(varname)} was specified; or{break}
exp(xb)*exposure if {opt exposure(varname)} was specified.

{phang}
{opt ir} calculates the incidence rate, exp(xb), the predicted number of
events when exposure is 1.  Specifying {opt ir} is equivalent to
specifying {opt n} when neither
{opth offset(varname)} nor {opt exposure(varname)} was specified when the
model was fitted.

{phang}
{opt xb} calculates the linear prediction.

{phang}
{opt stdp} calculates the standard error of the linear prediction.

{phang}
{opt score} calculates the equation-level score; the derivative of the log
likelihood with respect to the linear prediction.

{phang}
{opt nooffset} is relevant only if you specified {opt offset(varname)} or
{opt exposure(varname)} when you fitted the model.  It modifies the
calculations made by {cmd:predict} so that they ignore the offset or exposure
variable; the linear prediction is treated as xb rather than 
{bind:xb + offset}, and specifying {cmd:predict} ... is equivalent to
specifying {cmd:predict} ..., {opt nooffset ir}.


{marker estatgof}{...}
{title:Syntax for estat gof}

{p 8 14 2}
{cmd:estat gof} [{cmd:,} {opt p:earson}]


{title:Option for estat gof}

{phang}
{opt pearson} requests that {cmd:estat gof} calculate the Pearson statistic
rather than the deviance statistic.


{title:Examples}

{phang}{cmd:. poisson accidents DayIsMon, exposure(time)}{p_end}
{phang}{cmd:. predict acchat, n}{p_end}
{phang}{cmd:. predict accrate, ir}

{phang}{cmd:. poisson deaths smokes a2-a5, exposure(pyears) irr}{p_end}
{phang}{cmd:. estat gof}


{title:Also see}

{psee}
Manual:  {bf:[R] poisson postestimation}

{psee}
Online:  {helpb poisson};{break}
{helpb adjust}, {helpb estimates}, {helpb lincom}, {helpb linktest}, 
{helpb lrtest}, {helpb mfx}, {helpb nlcom}, {helpb predictnl}, {helpb roc},
{helpb suest}, {helpb test}, {helpb testnl}
{p_end}