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st: Negative Binomial Fixed Effects estimator


From   abasu@medicine.bsd.uchicago.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: Negative Binomial Fixed Effects estimator
Date   Wed, 2 Mar 2005 14:32:29 -0600

Hi,

 

 I am running Stata 8 SE.

 

Does anyone know why xtnbreg, fe  generates estimates for covariates that do not vary within group. For example, my outcome variable is y, which is a count variable and I have two period of data for every caseid.

 

.  xtnbreg y age time, fe nolog i(caseid)

note: you are responsible for interpretation of non-count dep. variable

note: 6096 groups (12192 obs) dropped due to all zero outcomes

 

Conditional FE negative binomial regression     Number of obs      =       992

Group variable (i): caseid                      Number of groups   =       496

 

                                                Obs per group: min =         2

                                                               avg =       2.0

                                                               max =         2

 

                                                Wald chi2(2)       =    188.18

Log likelihood  = -402.55541                    Prob > chi2        =    0.0000

 

------------------------------------------------------------------------------

           y |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]

-------------+----------------------------------------------------------------

         age |   .0135565   .0216634     0.63   0.531     -.028903    .0560161

        time |  -1.505405   .1098068   -13.71   0.000    -1.720623   -1.290188

       _cons |  -2.399964   .5905975    -4.06   0.000    -3.557513   -1.242414

------------------------------------------------------------------------------

 

. sort caseid time

 

. count if caseid ==caseid[_n-1] & age !=age[_n-1]

    0

 

Covariate age does not vary by period within caseid.  What is the interpretation of the coefficient on age? Shouldn’t age drop out in a fixed effects model?

 

 

 

Thanks,

 

Anirban

 

 

_______________________________________

Anirban Basu Ph.D.

Section of General Internal Medicine

Department of Medicine

University of Chicago

5841 S. Maryland Ave, MC-2007

Chicago IL 60637

 

Tel:  +1 773 834 1796

Fax: +1 773 834 2238

 

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