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st: negative binomial model in stata


From   Jianhong Chen <[email protected]>
To   [email protected]
Subject   st: negative binomial model in stata
Date   Wed, 2 Nov 2011 13:04:05 -0400

Hi, everyone

I am dealing with longtitudinal panel data using negative binomial
model. I think random effect would fit. Therefore, I use the following
command:

xtnbreg DV IV controls,  re.

However, I read another paper which says that " xtnbreg is supposed to
estimate random and fixed effects negative binomial models, but I
don’t recommend either. Both of these models have a very peculiar
parameterization that does not do what it is supposed to do" and this
paper recommends use one of  the following commands:

nbreg DV IV controls year, cluster(Id)
xtgee DV IV controls year, family(nb) corr(sta4) robust

What do you think is the best way to go? Thank you very much.

Best,

Jianhong

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