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st: Negative binomial regression question


From   Ed Levitas <levitas@uwm.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Negative binomial regression question
Date   Mon, 9 Feb 2004 13:30:03 -0600

Statalisters,

I have a question regarding a negative binomial regression model I want to
estimate with panel data.  I would like to estimate a conditional fixed
effects model with robust standard errors.  XTNBREG does not allow this
option (perhaps this does not make "statistical sense").  Is there a way to
estimate such a model with GNBREG (e.g., using GBGREG I've tried to include
cross-section specific fixed effects in the estimation of the dispersion
parameter via the LN(ALPHA) command.  However, I don't seem to achieve
convergence doing this.)

Any suggestions would be greatly appreciated.

Thanks
Ed

  

****************************************
Edward Levitas, PhD
Assistant Professor
School of Business Administration
University of Wisconsin-Milwaukee
3202 N. Maryland Ave.
Milwaukee, WI  53211
ph: (414) 229-6825
fx: (414) 229-6957
levitas@uwm.edu

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