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From |
Maarten buis <maartenbuis@yahoo.co.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: seemingly unrelated negative binomial |

Date |
Tue, 31 Jul 2007 21:51:56 +0100 (BST) |

--- Rachel Whaley <rwhaley@siu.edu> wrote: > I have four dependent variables (different count variables drawn from > the same sample). Ideally I would like to use SUR rather than four > separate regression analyses to control for the correlated errors and > to compare the equality of coefficients across equations (f-tests). > However, the data are counts and require negative binomial > regression. At this point, I have estimated the equations separately > using nbreg and I will calculate by hand a statistic to examine the > equality of coefficients across models (the models are exactly the > same, just the dependent variables are different). Unless there is a > way to do this? Below I give a substantively non-sensical example which explains the mechanics of using -suest-: You estimate the equations seperately, store each equation directly after you estimate it with -est store-, and than use -suest- on the stored equations. I have used -poisson- as -nbreg- did not converge quickly in this case (which is not surprising since it is non-sensical), but in your case you can just as easily replace -poisson- with -nbreg-. *------------ begin example ------------ sysuse nlsw88, clear poisson age married est store A poisson grade married est store B suest A B test [A_age]married=[B_grade]married *------------- end example -------------- (For more on how to use examples I sent to the Statalist, see http://home.fsw.vu.nl/m.buis/stata/exampleFAQ.html ) 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/ ----------------------------------------- ___________________________________________________________ Yahoo! Mail is the world's favourite email. Don't settle for less, sign up for your free account today http://uk.rd.yahoo.com/evt=44106/*http://uk.docs.yahoo.com/mail/winter07.html * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**Re: st: seemingly unrelated negative binomial***From:*Rachel Whaley <rwhaley@siu.edu>

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