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Re: st: LR-tests and Xtnbreg


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp.)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: LR-tests and Xtnbreg
Date   Tue, 03 Jun 2003 09:59:38 -0500

Continuing this thread, Jon Heron <jon.heron@bristol.ac.uk> now asks:

> in attempt to gain a better understanding, I am trying to verify the
> relationship between alpha in the mean-dispersion nbreg model and delta in
> the constant-dispersion nbreg model.

> This works fine in a pair of models containing just a constant however
> breaks down when I add a 2 level factor.

> How is the single value of delta calculated from the two delta_i from the
> two groups?  It doesn't appear to be the arithmetic nor geometric mean.

I don't think that one can easily transform between both parameterizations of
-nbreg- post-estimation.  They are, in fact, distinct models with differing
likelihood functions that, when optimized, usually yield different
log-likelihoods. 

For more details on -nbreg- parameterizations, you can look at 

http://www.stata.com/support/faqs/stat/nbreg1.html

and feel free to email me privately (or post to the list) if you have any
remaining questions.

--Bobby
rgutierrez@stata.com
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