Post on 20-Sep-2018
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Fortino Vela Peón Noé Becerra Rodríguez
Mayo, 2011
3er Encuentro de Usuarios de Stata en México
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")+($'-)0*.(A(3(BC($'-)0*.(*+,*0).C(*,"6D6(•! Elección binaria.
•! Elección discreta.
•! Elección múltiple.
•! Datos de recuento.
•! Tobit.
•! Censurado.
•! Truncado.
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p Yi=Y \ X[ ] =
exp!!i !
i
y
y¡
o bien, el valor esperado de Yi dado X, esto es
[ ]XYYEi
\=
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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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!! Solo se estima
( )¡
\y
exyyp
y
iii
i!!"
==
)\E(Y X
!! Es necesario considerar modelos alternativos.
!! V+'(4).%>%-%&'&(*.(@O'/*0)+(3(Z0%$*&%C(B[\]DW(
!! Otra es (Cameron y Trivedi, 1986):
( ) ( ) )exp(1\ 2 !" iii XXyV +=
02>!para algún a ser estimado.
! (A)
( ) ( ) )exp()exp(1\ 2 !!" iiii XXXyV +=
para algún #2 > 0.
! (B)
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