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Re: st: Testing hypotheses on variance of dependent variable:NBREG


From   Jesper Sorensen <sorensen@mit.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Testing hypotheses on variance of dependent variable:NBREG
Date   Tue, 9 Dec 2003 18:21:42 -0500

-gnbreg- may be what you are looking for if you want to specify the overdispersion as a function of indep vars.

//Jesper



Hi all,

This question is part Stata, part statistics in general. I have a dep. variable made up of count data. High overdispersion. I want to be able to test hypotheses on both the expected value of the dep. variable, as well as the variance of the dep. variable, regressing on a bunch of independent variables that I have.

After examining nbreg's options, it appears testing my expected value hypotheses uses the basic command:

. nbreg depvar [indepvars]

Is there a way to formulate a variance or dispersion parameter for each observation, which I can regress on my ind variables? I have heard something about a Negbin II (??), but not sure how to proceed in Stata.

CM


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