poisson.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}
{* 22mar2005}{...}
{cmd:help poisson}{right:dialog:  {bf:{dialog poisson}}{space 15}}
{right:also see:  {help poisson postestimation}}
{hline}

{title:Title}

{p2colset 5 20 22 2}{...}
{p2col :{hi:[R] poisson} {hline 2}}Poisson regression{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 16 2}
{cmd:poisson} {depvar} [{indepvars}] {ifin} {weight} [{cmd:,}
{it:options}] 

{synoptset 28 tabbed}{...}
{synopthdr}
{synoptline}
{syntab :Model}
{synopt :{opt nocon:stant}}suppress constant term{p_end}
{synopt :{opth e:xposure(varname:varname_e)}}include ln({it:varname_e}) in
model with coefficient constrained to 1{p_end}
{synopt :{opth off:set(varname:varname_o)}}include {it:varname_o} in model with
coefficient constrained to 1{p_end}
{synopt :{cmdab:const:raints(}{it:{help estimation options##constraints():constraints}}{cmd:)}}apply specified linear constraints{p_end}

{syntab :SE/Robust}
{synopt :{opth vce(vcetype)}}{it:vcetype} may be {opt oim}, {opt r:obust},
{opt opg}, {opt boot:strap}, or {opt jack:knife}{p_end}
{synopt :{opt r:obust}}synonym for {cmd:vce(robust)}{p_end}
{synopt :{opth cl:uster(varname)}}adjust standard errors for intragroup
correlation{p_end}

{syntab :Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is
{cmd:level(95)}{p_end}
{synopt :{opt ir:r}}report incidence-rate ratios{p_end}

{syntab :Max options}
{synopt :{it:{help poisson##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}{it:depvar}, {it:indepvars}, {it:varname_e}, and {it:varname_o} may
contain time-series operators; see {help tsvarlist}.{p_end}
{p 4 6 2}{opt bootstrap}, {opt by}, {opt jackknife}, {opt rolling},
{opt statsby}, {opt stepwise}, {opt svy}, and {opt xi} are allowed; see
{help prefix}.{p_end}
{p 4 6 2}{opt fweight}s, {opt iweight}s, and {opt pweight}s are allowed; see
{help weight}.{p_end}
{p 4 6 2}See {help poisson postestimation} for features available after estimation.


{title:Description}

{pstd}
{cmd:poisson} fits a Poisson maximum-likelihood regression of {depvar} on
{indepvars}, where {it:depvar} is a non-negative count variable.

{pstd}
If you have panel data, see {helpb xtpoisson}.


{title:Options}

{dlgtab:Model}

{phang}
{opt noconstant}, {opth "exposure(varname:varname_e)"}, {opt offset(varname_o)}, 
{opt constraints(constraints)}; see {help estimation options}.

{dlgtab:SE/Robust}

{phang}
{opt vce(vcetype)}; see {it:{help vce_option}}.

{phang}
{opt robust}, {opth cluster(varname)}; see {help estimation options}.
{opt cluster()} can be used with {opt pweight}s to produce estimates for
unstratified cluster-sampled data, but see {helpb "svy: poisson"} for a
command especially designed for survey data.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options}.

{phang}
{opt irr} reports estimated coefficients transformed to incidence-rate
ratios, that is, exp(b) rather than b.  Standard errors and confidence
intervals are similarly transformed.  This option affects how results are
displayed, not how they are estimated or stored.  {opt irr} may be specified at
estimation or when replaying previously estimated results.

{marker maximize_options}{...}
{dlgtab:Max options}

{phang}
{it:maximize_options}: {opt tech:nique(algorithm_spec)},
[{cmdab:no:}]{opt lo:g}, 
{opt tr:ace}, {opt hess:ian}, {opt grad:ient}, {opt showstep},
{opt shownr:tolerance},
{opt dif:ficult}, {opt iter:ate(#)}, {opt tol:erance(#)}, {opt ltol:erance(#)}, 
{opt gtol:erance(#)}, {opt nrtol:erance(#)}, {opt nonrtol:erance}, 
{opt from(init_specs)}; see {help maximize}.  These options are seldom
used.


{title:Examples}

{phang}{cmd:. poisson accidents}

{phang}{cmd:. poisson accidents DayIsMon}

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

{phang}{cmd:. poisson deaths smokes agecat1 agecat2 agecat3, exposure(pyears)}


{title:Also see}

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

{psee}
Online:  {help poisson postestimation};{break}
{helpb constraint}, {help epitab}, 
{helpb glm}, {helpb nbreg}, {helpb "svy: poisson"}, {helpb xtpoisson}
{p_end}