Re: [R] R-equivalent Stata command: poisson or quasipoisson?
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 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R-equivalent Stata command: poisson or quasipoisson?
Wil M Contreras Arbaje wil.contreras at gmail.com writes: 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 I find it very hard to tell from Stata's help page, but my best guess would be that the previously mentioned Stata command is more or less equivalent to R's quasipoisson -- the 'robust' specification seems to apply only to the standard error calculation, not to the fitting process. What's unclear about 'robust' is that in other (least-squares fitting) contexts in Stata, it means 'Huber-White sandwich estimators', i.e. estimators that are robust to heteroscedasticity. I suppose this is more general (but also more data-hungry) than the simple expedient of scaling the standard errors by a single estimated overdispersion parameter. The best thing, of course, would be to try a test case in both systems. Or it seems that http://www.stata.com/bookstore/lrm.html (chapter 9) would be helpful. (I checked the stata list archives for 'quasipoisson' and found only a post from the author ...) Somewhat heretically, I prefer polycultures to monocultures; I like R for many reasons, but I'm glad that there are other systems out there with independent implementations and different sets of advantages and drawbacks. On Sep 12, 2010, at 12:36 AM, Bill.Venables at csiro.au Bill.Venables at 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-bounces at r-project.org [mailto:r-help-bounces at r-project.org ] On Behalf Of Wil M Contreras Arbaje Sent: Sunday, 12 September 2010 11:27 AM To: r-help at 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 __ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R-equivalent Stata command: poisson or quasipoisson?
Thank you Ben, From the article, the purpose of the author's methodology is to better handle heteroskedasticity (due, in part, to Jensen's inequality). Either way, I'll try both, and see how they compare, as I'd like the R estimation to match the Stata one. Thanks again for your insight, Cheers, Wil On Sep 12, 2010, at 12:58 PM, Ben Bolker wrote: Wil M Contreras Arbaje wil.contreras at gmail.com writes: 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 I find it very hard to tell from Stata's help page, but my best guess would be that the previously mentioned Stata command is more or less equivalent to R's quasipoisson -- the 'robust' specification seems to apply only to the standard error calculation, not to the fitting process. What's unclear about 'robust' is that in other (least-squares fitting) contexts in Stata, it means 'Huber-White sandwich estimators', i.e. estimators that are robust to heteroscedasticity. I suppose this is more general (but also more data-hungry) than the simple expedient of scaling the standard errors by a single estimated overdispersion parameter. The best thing, of course, would be to try a test case in both systems. Or it seems that http://www.stata.com/bookstore/lrm.html (chapter 9) would be helpful. (I checked the stata list archives for 'quasipoisson' and found only a post from the author ...) Somewhat heretically, I prefer polycultures to monocultures; I like R for many reasons, but I'm glad that there are other systems out there with independent implementations and different sets of advantages and drawbacks. On Sep 12, 2010, at 12:36 AM, Bill.Venables at csiro.au Bill.Venables at 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-bounces at r-project.org [mailto:r-help-bounces at r-project.org ] On Behalf Of Wil M Contreras Arbaje Sent: Sunday, 12 September 2010 11:27 AM To: r-help at 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 __ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[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 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] R-equivalent Stata command: poisson or quasipoisson?
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 __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
