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RE: st: seemingly unrelated negative binomial


From   "Schaffer, Mark E" <M.E.Schaffer@hw.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: seemingly unrelated negative binomial
Date   Tue, 31 Jul 2007 00:12:31 +0100

Rachel,

> -----Original Message-----
> From: owner-statalist@hsphsun2.harvard.edu 
> [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of 
> Maarten buis
> Sent: 30 July 2007 22:07
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: seemingly unrelated negative binomial
> 
> --- Rachel Whaley <rwhaley@siu.edu> wrote:
> > Is there a way to estimate seemingly unrelated negative binomial or 
> > seemingly unrelated poisson regression equations in STATA?
> 
> -suest- will allow you to do a seemingly unrelated regression 
> on any estimation command that allows you to use -predict- to 
> predict scores (first derivative of the likelihood function). 
> -predict- can get scores after both -nbreg- and -poisson-, so 
> seemingly unrelated negative binomial or seemingly unrelated 
> poisson regression are possible, see:
> -help suest- for details.

Just to add a bit to Maarten's suggestion: -suest- will let you combine
two or more "seemingly unrelated" equations so that you can test
cross-equation restrictions and the like.  But it won't do
"seemingly-unrelated estimation" a la Zellner and -sureg-, i.e., you
won't get the efficiency gains possible from estimating the equations as
a system. The coefficients reported by -suest- are just the original
ones.

Cheers,
Mark

Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: m.e.schaffer@hw.ac.uk
web: http://www.sml.hw.ac.uk/ecomes
 

> 
> Hope this helps,
> Maarten
> 
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology Vrije Universiteit 
> Amsterdam Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
> 
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
> 
> +31 20 5986715
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
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