Hello,
I am going to conduct interrupted time series analyses with a 'count' dependent variable. I ran poisson regression of fatalc on independent variables. Then, I obtained the fitted values of the dependent variable and conducted a regression based test of the Poisson restriction using the equation: equation testeq.ls (fatalc-fatalc_f)^2-fatalc fatalc_f^2
As seen below, the t-statistic of the coefficient (-0.065989) is significant. Is my dependent variable overdispersed? The coefficient is negative. What does being negative mean? Would you please help me interpret the table below. Thank you.
Dependent Variable: (FATALC-FATALC_F)^2-FATALC
Method: Least Squares
Date: 10/22/20 Time: 14:53
Sample: 2009M01 2020M09
Included observations: 141
Variable Coefficient Std. Error t-Statistic Prob.
FATALC_F^2 -0.065989 0.017866 -3.693427 0.0003
R-squared -0.137073 Mean dependent var -0.760818
Adjusted R-squared -0.137073 S.D. dependent var 1.533614
S.E. of regression 1.635348 Akaike info criterion 3.828655
Sum squared resid 374.4108 Schwarz criterion 3.849568
Log likelihood -268.9202 Hannan-Quinn criter. 3.837154
Durbin-Watson stat 1.742558
RE: Poisson and Overdispersion
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