Censored Poisson regression: econometric
cpoissone depvar [varlist] [if exp] [in range] , censor(varname) CLEft() CRIght() [ offset(varname) exposure(varname) cluster(varname) level(#) from(asis) irr robust nolog maximize_options survey_options]
Note: the option censor must be included in the command. A censor variable must use the following numbers to indicate the type of censoring: 0 = left censored, 1 = not censored, -1 = right censored.
Note: Type value of left censor site in cleft().
Type value of right censor site in cright().
aweights, fweights, iweights, and pweights are allowed; see help weights.
cpoissone provides access to all maximize options; see help maximize.
cpoissone provides access to all survey options; see help svy.
Description
cpoissone fits a censored Poisson maximum-likelihood regression of depvar on indepvars, where depvar is a non-negative count variable. The censor option is required. If no observations are censored, a censor variable with all 1's must be specified. Interpret parameter estimates as one would poisson.
Values on either side of the site of censoring are revalued to the value of the censor value.
cpoissone accepts all of the help maximize options, the constraint() option, and all survey options and capabilities documented in [SVY]; including multi-level surveys; poststratification; and BRR, jackknife, and linearization VCE estimators.
This program uses ml lf method.
Options
+-------+ ----+ Model +------------------------------------------------------------
censor(cenvar) is required. Values of 1 indicate a non-censored, 0 a left censored, and -1 a right censored observation. cenvar may be numeric or a variable.
cleft(#) for left censor site; cright(#) for right censor site
censor(1) and no cleft or cright values declared is a standard Poisson model
offset(varname) specifies a varname in model with coefficient constrained to 1.
exposure(varname) specifies a ln(varname) in model with coefficient constrained to 1.
constraints(constraints) apply specified linear constraints.
+-----------+ ----+ SE/Robust +--------------------------------------------------------
cluster(varname)
robust specifies that the Huber/White/sandwich estimator of variance is to be used in place of the traditional calculation. robust combined with cluster() allows observations which are not independent within cluster (although they must be independent between clusters). If you specify pweights, robust is implied.
vce(options) allowed. vce() supports robust, opg, and native. vce does not support options bootstrap or jacknife, However, cpoissone does support the bootstrap and jacknife commands, so these modeling capabilities are allowed.
+-----------+ ----+ Reporting +-------------------------------------------------------- level(#) specifies the confidence level, in percent, for confidence intervals of the coefficients; see help level.
nolog suppresses the iteration log.
+-------------+ ----+ max options +------------------------------------------------------
maximize_options: technique(algorithm_spec), [no]log, trace, hessian, gradient, showstep, shownrtolerance, difficult, iterate(#), tolerance(#), ltolerance(#), gtolerance(#), nrtolerance(#), nonrtolerance, from(init_specs); see maximize.
+-------------+ ----+ svy options +------------------------------------------------------
survey_options are all available. See help svy
Author and support
Joseph Hilbe, Arizona State University: hilbe@asu.edu
Remarks
cpoissone is a user authored program. Support is by author. See Hilbe, Negative Binomial Regression, Cambridge University Press, for discussion. Related information can also be obtained at [R] poisson. Or see cpoisson
Examples Before example 1 . gen byte cenvar = 1 . replace cenvar = 0 if time<=3
. cpoissone time hmo age, censor(cenvcar) cle(3) nolog irr
Before example 2 . replace cenvar = 1 . replace cenvar = 0 if time<=2 . replace cenvar = -1 if time >=30
. cpoissone time hmo age, censor(cenvar) cleft(2) cright(30) nolog cluster(provnum)
. bootstrap: cpoissone deaths smokes a2-a5, censor(cenvar) cright(10) exposure(pyears) irr nolog
. svyset psuid [pweight=finalwgt], strata(stratid)
. svy: cpoissone zinc age age2 weight female black orace rural, censor(cv) cright(20) nolog irr
Also see
Manual: [R] Poisson regression; [SVY] Svy: poisson
Online: help cpoisson poisson