una comparación de los modelos poisson y binomial negativa con

3er Encuentro de Usuarios de Stata en México
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Noé Becerra Rodríguez
Mayo, 2011
Fortino Vela Peón
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•! Elección binaria.
•! Elección discreta.
•! Elección múltiple.
•! Datos de recuento.
•! Tobit.
•! Censurado.
•! Truncado.
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! !i y
exp !i
p [Yi = Y \ X ] =
y¡
o bien, el valor esperado de Yi dado X, esto es
E[Yi = Y \ X ]
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•! Si "2 = 1 equidispersión.
•! Si "2 > 1 se tiene sobredispersión (muy común).
•! Si "2 < 1 infradispersión (poco común).
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y
i
e !
p(yi = y \ xi ) =
y¡
" !i
!! Solo se estima
E(Y \ X)
!! Es necesario considerar modelos alternativos.
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(
2
)
V ( yi \ X i ) = 1 + " exp( X i ! )
para algún
2
! >0
! (A)
a ser estimado.
!! Otra es (Cameron y Trivedi, 1986):
(
2
)
V ( yi \ X i ) = 1 + " exp( X i ! ) exp( X i ! )
para algún #2 > 0.
! (B)
1;CA$@A$@;G8C$
50
0
Frecuencia
100
Histograma del número de publicaciones
0
5
10
Núm. artículos
15
20
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