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
[email protected]
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