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Re: st: -nbreg- not working properly?


From   "David M. Drukker" <ddrukker@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -nbreg- not working properly?
Date   Wed, 8 Aug 2007 08:47:45 -0500 (CDT)

Peter Siminski <p.siminski@student.unsw.edu.au> asked why -nbreg- (with defaults) does not produce the same results as -glm- with family(nbinomial).

The manual entry for -glm- (note 4 on page 499 of [R] A-H) notes that

``Although -glm- can be used to fit [negative binomial models],
using Stata's maximum likelihood -nbreg- is probably better. In the
GLM approach, you specify -family( nbinomial #_k) and then search
for the #_k that results in the deviance-based dispersion being 1.
-nbreg-, on the other hand, finds the maximum likelihood estimate of
#_k and reports a confidence interval for it.

I hope that this helps.

--David
ddrukker@stata.com

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