Re: How to test Poisson Distribution?

[Paul R Swank]

Why can't you run a poisson regression model with no predictors and look at
the fit of the model. I generated 1000 Poisson x's and then fit to a poisson
using genmod in sas. The Pearson chi-square below is not significant
indicating fit. the mean is exp(intercept) = exp(-0.0253) = .975 which is
close to the mean of 1 that I specified.

                                    The GENMOD Procedure

                                      Model Information

                               Data Set              WORK.TEMP1
                               Distribution             Poisson
                               Link Function                Log
                               Dependent Variable             y
                               Observations Used           1000


                            Criteria For Assessing Goodness Of Fit

                 Criterion                 DF           Value
Value/DF

                 Deviance                 999       1143.3883
1.1445
                 Scaled Deviance          999       1143.3883
1.1445
                 Pearson Chi-Square       999        993.2051
0.9942
                 Scaled Pearson X2        999        993.2051
0.9942
                 Log Likelihood                     -999.6849


          Algorithm converged.


                               Analysis Of Parameter Estimates

                                  Standard     Wald 95% Confidence
Chi-
   Parameter    DF    Estimate       Error           Limits
Square    Pr > ChiSq

   Intercept     1     -0.0253      0.0320     -0.0881      0.0375
0.62        0.4292
   Scale         0      1.0000      0.0000      1.0000      1.0000

NOTE: The scale parameter was held fixed..



Paul R. Swank, Ph.D.
Professor, Developmental Pediatrics
Medical School
UT Health Science Center at Houston



-----Original Message-----
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]]On
Behalf Of Chia C Chong
Sent: Sunday, May 26, 2002 5:38 PM
To: [EMAIL PROTECTED]
Subject: How to test Poisson Distribution?


I have a random variable,X with 1000 samples (all discrete values). I want
to test whether X can sastify a Poisson process or not. How should I test
it?

THanks.
CCC


.
.
=================================================================
Instructions for joining and leaving this list, remarks about the
problem of INAPPROPRIATE MESSAGES, and archives are available at:
.                  http://jse.stat.ncsu.edu/                    .
=================================================================


.
.
=================================================================
Instructions for joining and leaving this list, remarks about the
problem of INAPPROPRIATE MESSAGES, and archives are available at:
.                  http://jse.stat.ncsu.edu/                    .
=================================================================