Interpretation of coefficient following xtpoisson

[Nikos Korompos]

Dear all,

I have estimated an xtpoisson model and have arrived at an estimate of a coefficient of .028175. Does this mean that a unit increase in my continuous independent variables increase the outcome by 2.8%? I haven't used any logs.
Many thanks in advance!
Nikos

[Luca Calianno]

Read this for a clear explanation of poisson regression (https://stats.oarc.ucla.edu/stata/ou...eld%20constant.)
I would interpret your coefficient as: if x increased by a unit, the difference in the logs of expected counts of y would be expected to increase by 0.03 units.

If your dependent variable is continuous you should use QMLE Poisson.
When estimating a QMLE Poisson regression you have to interpret the coefficients as semi-elasticities.
I do not know whether xtpoisson estimates a QMLE Poisson regression. If it does and your dependent variable is continuous, the interpretation of the coefficient is correct.

[Ashani Abayasekara]

Hi Luca,

I have a similar question about interpreting a coefficient from a QMLE Poisson model. The dependent variable is perceived chances of losing one's job, ranging from 0-100%, and the independent variable is the unemployment rate. The coefficient I obtain is 0.031. Is it correct to interpret this as follows: if the unemployment rate increased by one percentage point, the difference in logs of expected counts of perceived job loss is expected to increase by 0.03 percentage points (or should it be percent)?

I'm not really sure of the true meaning of "expected counts of perceived job loss" in this instance.

I chose Poisson QMLE since there are a lot of 0 values for this variable. When I estimate this relationship using a linear fixed-effects regression model, I get a coefficient of 0.35. Would this be interpreted as a 1 percentage point increase in the unemployment rate leading to a 0.35 percentage point increase in the perceived chance of job loss?

Thanks,
Ashani