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st: RE: negativ binomial operdispersion


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: negativ binomial operdispersion
Date   Fri, 14 Nov 2003 19:53:54 -0000

See if your question is answered by 
http://www.stata.com/support/faqs/stat/nbreg1.html

Nick 
n.j.cox@durham.ac.uk 

Henrik Andersson

> I am using the nbreg command to run a negativ binomial 
> regression. Using it I can choose between two different 
> dispersion parameters, 
> 
> "dispersion(mean), which yields a model with dispersion 
> equal to 1+alpha*exp(x_i*b +offset); i.e., the dispersion 
> is a function of the expected mean: exp(x_i*b + offset). 
> dispersion(constant) has dispersion equal to 1+delta; i.e., 
> it is a constant for all observations." 
> 
> If alpha=0 or delta=0 I have a poisson model which would 
> mean that dispersion=1.
> 
> The thing that I am interested in is what is ususlly 
> referred to as the overdispersion parameter, which I need 
> for a second stage estimation. My question is, therefore, 
> is the estimated alpha or delta coefficient equal to this 
> overdispersion parameter, i.e. without adding the constant 
> 1? Or should I interpreted what STATA calls dispersion, 
> 1+alpha*exp(x_i*b +offset) or 1+delta, as the 
> overdispersion parameteter?

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