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st: two way random effects negbin model in stata


From   "Petra Nieken" <[email protected]>
To   <[email protected]>
Subject   st: two way random effects negbin model in stata
Date   Fri, 13 Jan 2012 13:24:20 +0100

Dear Statalist users,

    I work with Stata/SE 11.0 and I am looking for a two-way random effects
negbin model. I 
    am investigating a sports data set with a dependent count variable with
overdispersion. I, 
    therefore, use a negbin-model and have to control for the influence of
the home team and 
    the road team. At the moment I'm using dummy variables for the home and
the road 
    teams to mimic a two-way fixed effects model. Is there a way to estimate
a two-way 
    random effects negbin specification? Besides the question how to
estimate this kind of model  
    with Stata I'm not even sure that such a model specification even exists
in theory? 
    
    Thanks for your consideration.
    
    Kind regards,
    
    Petra Nieken


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