[R] R-equivalent Stata command: poisson or quasipoisson?

[Wil M Contreras Arbaje]

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.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
>
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