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Re: st: LR-tests and Xtnbreg
Continuing this thread, Jon Heron <firstname.lastname@example.org> 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
For more details on -nbreg- parameterizations, you can look at
and feel free to email me privately (or post to the list) if you have any
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