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!"# %&'(#)#%*+" ,- .&/ '&,-.&/ (&*//&" 0 1*"&'*#. "-2#3*4# %&" /3#3#5 !" -6-)%*%*& ,*,7%3*%& Fortino Vela Peón Noé Becerra Rodríguez Mayo, 2011 3er Encuentro de Usuarios de Stata en México

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Fortino Vela Peón Noé Becerra Rodríguez

Mayo, 2011

3er Encuentro de Usuarios de Stata en México

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•! Elección discreta.

•! Elección múltiple.

•! Datos de recuento.

•! Tobit.

•! Censurado.

•! Truncado.

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p Yi=Y \ X[ ] =

exp!!i !

i

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

( )¡

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y

iii

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!! 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)

1;CA$@A$@;G8C$

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