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st: AW: R: Confidence Interval for Negative Binomial Regression


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: R: Confidence Interval for Negative Binomial Regression
Date   Fri, 27 Mar 2009 15:15:17 +0100

<> 

Would it be correct for Kacem to obtain CIs from -predictnl-? Maybe other
lister can comment whether that is appropriate?


*************
webuse rod93, clear
tab cohort, gen(coh)

*negative binomial regression model
nbreg deaths coh2 coh3, exposure(exp)

predict pred, n
predict linpred, xb

*generate CI for predicted counts
predictnl newpred = exp(xb())*exp, ci(lb ub)

l deaths pred linpred newpred lb ub, noo
*************



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Carlo Lazzaro
Gesendet: Freitag, 27. März 2009 10:30
An: statalist@hsphsun2.harvard.edu
Cc: kiaych@gmail.com
Betreff: st: R: Confidence Interval for Negative Binomial Regression

Dear Kacem
if -help nbreg postestimation- did not solve your problem, I would recommend
you to take a look at Hilbe JM. Negative Binomial Regression. Cambridge
University Press, 2007. 

This textbook includes a lot of example using Stata.
Besides, the Author is a contributor of Statalist: I do hope he spots your
message and reply you back with a Stata-code solution.

Sorry I accnot be more helpful.

Kind Regards,
Carlo
-----Messaggio originale-----
Da: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di kiaych@gmail.com
Inviato: giovedì 26 marzo 2009 20.42
A: statalist@hsphsun2.harvard.edu
Oggetto: st: Confidence Interval for Negative Binomial Regression

Hello everyone,
I hope that you can help me with a fairly urgent query.  I have been
looking all over for an answer and just do not seem to be able to find
it... Please help if you can:

How do I calculate the confidence interval for my prediction which was
obtained by using negative binomial regression?  I have tried the
adjust command for postest but it gives me confidence intervals for xb
not the dependent variable.

Thank you in advance for any help or pointers you can give me.
best, Kacem
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