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Re: st: negative binomial model in stata


From   Jianhong Chen <jianhongchen1985@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: negative binomial model in stata
Date   Wed, 2 Nov 2011 14:23:17 -0400

Hi, Joerg

Sorry for the citation. The reference is Allison, Paul D. and Richard
Waterman, 2002 “Fixed effects negative binomial regression models.” In
Ross M. Stolzenberg (ed.), Sociological Methodology 2002. Oxford:
Basil Blackwell.

Thank you for your response. I will try to the compare the two
comands. I have another question. Do you think I can use this command:
nbreg DV IV controls year, cluster(Id) to deal with the panel data?

Best,

Jianhong


On Wed, Nov 2, 2011 at 2:06 PM, Joerg Luedicke <joerg.luedicke@gmail.com> wrote:
>
> If you cite something, you should provide the full reference. However,
> saying that using this model:
>
>  xtgee DV IV controls year, family(nb) corr(sta4) robust
>
> instead of using this model:
>
> xtnbreg DV IV controls,  re
>
> does not make a lot of sense as they are quite different and it
> depends on a lot of things which one to chose. The first one (the
> -xtgee-) will fit a population averaged model while the latter
> (-xtnbreg-) will fit a varying intercept model (aka random intercept
> or sometimes just called random effects model). You could obtain the
> same result that you get with running the -xtgee- model by using
> -xtnbreg-. Just try the following and compare the 2 outputs:
>
> xtnbreg DV IV controls year, pa corr(sta4) vce(robust)
>
>
> Joerg
>
>
> On Wed, Nov 2, 2011 at 1:04 PM, Jianhong Chen
> <jianhongchen1985@gmail.com> wrote:
> > 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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