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st: RE: New Command on SSC - hnbreg1


From   Jhilbe@aol.com
To   statalist@hsphsun2.harvard.edu
Subject   st: RE: New Command on SSC - hnbreg1
Date   Fri, 14 Sep 2007 12:47:48 EDT

As many may know, Stata's  -nbreg- command provides users with the ability to 
model data using  either:
NB-2    , nbreg y varlist,   dispersion(mean)      DEFAULT
NB-1    ,  nbreg y varlist,  dispersion(constant)

NB-1 is sometimes called  linear negative binomial because its variance 
function is mu+alpha*mu, whereas  the traditional NB-2 parameterization has a 
quadratic variance function of mu +  alpha*mu^2.

The command -gnbreg- allows parameterization of the negative  binomial 
heterogeneity or ancillary parameter, but only for the NB-2 model. One  cannot use 
gnbreg to parameterize the NB-1 heterogeneity parameter. 

A  few days ago I submitted a command to SSC to parameterize the 
heterogeneity  parameter for the canonical negative binomial, or NB-C. The command name is 
 -hcnbreg-. I have now submitted a command, called -hnbreg1- to parameterize  
NB-1's heterogeneity parameter.  

To install from the Stata command  line,  type

ssc install  hnbreg1

or

ssc describe hnbreg1

then install where shown. 

Note that, unlike  -nbreg-,  Stata's -gnbreg- command does not provide a 
likelihood ratio test  of the estimated model versus Poisson, which is a negative 
binomial with a  heterogeneity parameter value of 0. I have added this feature 
to the hnbreg1  command, together with an AIC statistic. Both statistics 
assist the user in  assessing the comparative fit of the model. The help file 
explains the other  features and options. 

Joseph Hilbe  




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