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Nick
[email protected]
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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