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st: Estimating residuals following nbreg


From   Paul Seed <paul.seed@kcl.ac.uk>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Estimating residuals following nbreg
Date   Wed, 29 Oct 2008 20:15:28 +0000

Dear all,

I fitted a negative binomial regrression, and tried to check the model residuals by estimating the differences and the standard errors, without success. Can anyone tell me what I am doing wrong? I am using stata 9.2 (fully up to date) on Windows XP, Dell latitue laptop, if it is relevant.

xi: nbreg n_copd i.sha i.imd_nat , nolog exposure(demog_exposure) irr
predict xb, xb
predict stdp , stdp
predict n_pred
* According to the manual, the predicted number of events = exp(xb)*exposure
gen n_pred_formula = exp(xb)*demog_exposure
* so, xb_formula should be the same as xb
gen xb_formula = log(n_pred/demog_exposure)
* and xb_obs should be the observed value of xb
gen xb_obs = log(n_copd /demog_exposure)

* and this should be a z-score for the residuals with mean 0, SD 1
gen z = (xb_obs - xb)/stdp

su z  n_pred* xb*

* This is what I get: for the regression and the summaries:
i.sha             _Isha_1-10          (naturally coded; _Isha_3 omitted)
i.imd_nationa~e _Iimd_natio_0-5 (naturally coded; _Iimd_natio_5 omitted)

Negative binomial regression Number of obs = 8192 LR chi2(14) = 2217.96 Dispersion = mean Prob > chi2 = 0.0000 Log likelihood = -39291.575 Pseudo R2 = 0.0274

------------------------------------------------------------------------------
n_copd | IRR Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
_Isha_1 | 1.329169 .0266175 14.21 0.000 1.27801 1.382376 _Isha_2 | 1.250265 .0236651 11.80 0.000 1.204732 1.297518 _Isha_4 | 1.721701 .0407484 22.96 0.000 1.643659 1.803447 _Isha_5 | 1.539672 .0247868 26.81 0.000 1.491849 1.589028 _Isha_6 | 1.228066 .0271053 9.31 0.000 1.176073 1.282357 _Isha_7 | 1.233594 .0249431 10.38 0.000 1.185663 1.283464 _Isha_8 | 1.320831 .0251773 14.60 0.000 1.272395 1.371111 _Isha_9 | 1.169725 .0204633 8.96 0.000 1.130298 1.210528 _Isha_10 | 1.479601 .0271344 21.36 0.000 1.427363 1.533751 _Iimd_nati~0 | 1.32367 .0337734 10.99 0.000 1.259103 1.391547 _Iimd_nati~1 | 1.558233 .0252282 27.40 0.000 1.509562 1.608472 _Iimd_nati~2 | 1.360677 .0223115 18.78 0.000 1.317642 1.405117 _Iimd_nati~3 | 1.206407 .0201443 11.24 0.000 1.167564 1.246542 _Iimd_nati~4 | 1.110986 .0190818 6.13 0.000 1.074209 1.149023
demog_expo~e | (exposure)
-------------+----------------------------------------------------------------
/lnalpha | -1.84722 .0176387 -1.881791 -1.812648
-------------+----------------------------------------------------------------
alpha | .1576749 .0027812 .1523171 .1632213
------------------------------------------------------------------------------
Likelihood-ratio test of alpha=0: chibar2(01) = 7.2e+04 Prob>=chibar2 = 0.000


   Variable |       Obs        Mean    Std. Dev.       Min        Max
-------------+--------------------------------------------------------
          z |      8181   -253.3219    59.07685  -523.0276   56.79291
     n_pred |      8192     94.1288    69.12208   1.554023   699.5399
n_pred_for~a |      8192    12220.43    18677.29    1.63849     381644
         xb |      8192    4.284738     .749684   .4408472   6.550423
 xb_formula |      8192    .0281945    .2300367  -.4633753   .5234895
-------------+--------------------------------------------------------
     xb_obs |      8181   -.0675564    .5262027  -4.380957   2.350302






Paul T Seed MSc CStat, Lecturer in Medical Statistics,
tel  (+44) (0) 20 7188 3642, fax (+44) (0) 20 7620 1227
Wednesdays: (+4) (0) 20 7848 4148

paul.seed@kcl.ac.uk, paul.t.seed@gmail.com

King's College London, Division of Reproduction and Endocrinology
St Thomas' Hospital, Westminster Bridge Road, London SE1 7EH


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