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st: Stata's implementation of xtnbreg

From   Tatyana Deryugina <>
Subject   st: Stata's implementation of xtnbreg
Date   Mon, 17 Oct 2011 11:10:09 -0500

I'm using xtnbreg and have just found the Allison and Waterman (2002)
discussion about its implementation in Stata and other packages
as well as a 2007 Stata thread on the issue: I'm
wondering whether there have been any changes in Stata 11 or 12 with
how xtnbreg is implemented. In particular, is it true that xtnbreg
assumes the same mean for all panel units in the dataset?


Tatyana Deryugina

Lecturer, Department of Finance
University of Illinois, Urbana-Champaign
(925) 349 - 8999 (cell)
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