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st: Negative Binomial Fixed Effects estimator


From   Paulo Guimaraes <guimarap@musc.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: Negative Binomial Fixed Effects estimator
Date   Thu, 03 Mar 2005 08:45:41 -0500

Hello Anirban,

What happens is that the negative binomial with "fixed-effects" is not really a fixed effects model like Poisson or OLS. That issue is well explained in the following article:

@ARTICLE{Allison2002,
author = {Paul Allison and Richard Waterman},
year = 2002,
title = {Fixed Effects Negative Binomial Regression Models},
journal = {Sociological Methodology},
volume = 32,
pages = {247-265}
}

cheers,

Paulo Guimaraes


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