[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Inverse Mills Ratio After Negative Binomial Regression Model |

Date |
Tue, 16 Sep 2008 07:31:23 +0100 (BST) |

--- Rodwan M Abouharb <roda@lsu.edu> wrote: > I have two equations which I would like to link. The first equation > is an event count, the second is an ordered logit. How can I generate > an inverse mills ratio after using a negative binomial regression > model? I have seen inverse mills ratios for logit and ordered logit > models but not one for a NBREG. I believe that the inverse Mill's ratio is based on normality/Gaussianity of the error term in the regression equation of the (latent) dependent variable against the explanatory variables. So it applies to selection in a linear regression and in probit and ordered probit, but not in logit or ordered logit or negative binomial regression. But I could be wrong. -- 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 N515 +31 20 5986715 http://home.fsw.vu.nl/m.buis/ ----------------------------------------- * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Inverse Mills Ratio After Negative Binomial Regression Model***From:*"Rodwan M Abouharb" <roda@lsu.edu>

- Prev by Date:
**RE: st: RE: Output summary stats before doing other iteration** - Next by Date:
**Re: st: Re: Comparing datasets** - Previous by thread:
**st: Inverse Mills Ratio After Negative Binomial Regression Model** - Index(es):

© Copyright 1996–2016 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |