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From |
Keith Dear <keith.dear@anu.edu.au> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Wald test limit? |

Date |
Wed, 06 Feb 2008 14:54:08 +1100 |

I fitted the same three models using poisson instead of nbreg. The results: Actual nbreg poisson 261 255 253 262 257 253 263 257 256 So the answer would appear to be no. ("actual" is parameters fitted excluding _cons and, for nbreg, alpha). Keith At 01:44 PM 6/02/2008, someone wrote offlist:

Hi Keith, Is it perculiar to nbreg? Are the df correct if you replace nbreg with poisson?

At 01:14 PM 6/02/2008, you wrote:

Good idea. This is what happened:

xi: nbreg rrv_count (i.fin_year) $BASE, exposure(person_days) cl(pcode)

gen x1=uniform()

xi: nbreg rrv_count (i.fin_year) $BASE x1, exposure(person_days) cl(pcode)

gen x2=uniform()

xi: nbreg rrv_count (i.fin_year) $BASE x1 x2, exposure(person_days) cl(pcode)

The first model reports Wald chi2 on 255df, the second 257, the third also 257! Parameters for x1 and x2 (and the rest) are all estimated ok, so the models actually have 262, 263 and 264 linear parameters resp., including _cons.

So clearly it's not that 256 is a limit, but something odd is happening.

(The 256 mentioned before came from the stepwise run, I think I had those the wrong way round.)

Keith

At 11:57 AM 6/02/2008, you wrote:

How about tossing a few more variables in - and see if the d.f. stays at 256? That would indicate whether there actually is a limit you are running up against.

-------------------------------------------

Richard Williams, Notre Dame Dept of Sociology

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Dr Keith B.G. Dear Senior Fellow in Biostatistics National Centre for Epidemiology and Population Health Australian National University Canberra, ACT 0200, Australia Tel: 02 612 54865, Fax: 02 612 50740 http://nceph.anu.edu.au/Staff_Students/staff_pages/dear.php CRICOS provider #00120C * * 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**:**st: Wald test limit?***From:*Keith Dear <keith.dear@anu.edu.au>

**Re: st: Wald test limit?***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: Wald test limit?***From:*Keith Dear <keith.dear@anu.edu.au>

**Re: st: Wald test limit?***From:*Keith Dear <keith.dear@anu.edu.au>

**Re: st: Wald test limit?***From:*Richard Williams <Richard.A.Williams.5@ND.edu>

**Re: st: Wald test limit?***From:*Keith Dear <keith.dear@anu.edu.au>

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