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Re: st: -nbreg- not working properly?


From   Peter Siminski <p.siminski@student.unsw.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: -nbreg- not working properly?
Date   Fri, 10 Aug 2007 09:18:35 +1000

OK thanks David.

Peter.

-------------------------------------------------------------------------------
-
>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)

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-
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


-- 
Peter Siminski
PhD Student
Social Policy Research Centre (SPRC)
Building G2
University of New South Wales
Kensington NSW 2052
Ph: 0425223257
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