Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Negative binomial regression question

From   Ed Levitas <>
To   "''" <>
Subject   st: Negative binomial regression question
Date   Mon, 9 Feb 2004 13:30:03 -0600


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.



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

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index