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我用stata软件做了一个泊松回归(如下),但是呢,被解释变量变量的期望值是方差的近两倍(注意是 期望值=2*方差,而不是反过来),是不是就正常泊松回归就好呢? 如果被解释变量的方差明显大于期望,才属于“过度分散”范畴,才需要进一步负二项回归的吧。
如果有解决方法,请附上执行程序,谢谢!
这是第一步回归的结果
Poisson regression Number of obs = 314
Wald chi2(10) = 354.19
Prob > chi2 = 0.0000
Log pseudolikelihood = -378.12065 Pseudo R2 = 0.0780
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| Robust
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | .2618217 .0517657 5.06 0.000 .1603629 .3632806
x3 | .0411895 .03679 1.12 0.263 -.0309176 .1132966
x4 | -.0100023 .0044458 -2.25 0.024 -.018716 -.0012886
x5 | -.0025234 .001835 -1.38 0.169 -.0061199 .0010731
x6 | .1639097 .0156482 10.47 0.000 .1332399 .1945796
x7 | -.0013505 .0006674 -2.02 0.043 -.0026586 -.0000425
x8 | -.1408168 .0484284 -2.91 0.004 -.2357347 -.0458988
x9 | -.0388538 .0247231 -1.57 0.116 -.0873101 .0096025
x10 | -.0858093 .0178836 -4.80 0.000 -.1208605 -.0507582
x11 | -.1091752 .0374353 -2.92 0.004 -.182547 -.0358033
_cons | 3.527396 .7685826 4.59 0.000 2.021002 5.03379
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然后看被解释变量y的情况,如下:
y
-------------------------------------------------------------
Percentiles Smallest
1% 1 1
5% 1 1
10% 1 1 Obs 315
25% 1 1 Sum of Wgt. 315
50% 1 Mean 1.457143
Largest Std. Dev. .8297253
75% 2 5
90% 3 5 Variance .688444
95% 3 5 Skewness 2.19705
99% 5 6 Kurtosis 8.559191
如果进行负二项回归,就是下面的:
Negative binomial regression Number of obs = 314
Dispersion = mean Wald chi2(10) = 354.19
Log pseudolikelihood = -378.12065 Prob > chi2 = 0.0000
------------------------------------------------------------------------------
| Robust
y | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
x1 | .2618217 .0517657 5.06 0.000 .1603629 .3632806
x3 | .0411895 .03679 1.12 0.263 -.0309176 .1132966
x4 | -.0100023 .0044458 -2.25 0.024 -.018716 -.0012886
x5 | -.0025234 .001835 -1.38 0.169 -.0061199 .0010731
x6 | .1639097 .0156482 10.47 0.000 .1332399 .1945796
x7 | -.0013505 .0006674 -2.02 0.043 -.0026586 -.0000425
x8 | -.1408168 .0484284 -2.91 0.004 -.2357347 -.0458988
x9 | -.0388538 .0247231 -1.57 0.116 -.0873101 .0096025
x10 | -.0858093 .0178836 -4.80 0.000 -.1208605 -.0507582
x11 | -.1091752 .0374353 -2.92 0.004 -.182547 -.0358033
_cons | 3.527396 .7685826 4.59 0.000 2.021002 5.03379
-------------+----------------------------------------------------------------
/lnalpha | -49.64164 . . .
-------------+----------------------------------------------------------------
alpha | 2.76e-22 . . .
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