Notice: On March 31, it was **announced** that Statalist is moving from an email list to a **forum**. The old list will shut down on April 23, and its replacement, **statalist.org** is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Richard Williams <richardwilliams.ndu@gmail.com> |

To |
statalist@hsphsun2.harvard.edu, statalist@hsphsun2.harvard.edu |

Subject |
Re: st: nbreg with fixed effect vs xtnbreg,fe |

Date |
Wed, 08 Feb 2012 00:33:27 -0500 |

At 08:52 PM 2/7/2012, Shikha Sinha wrote:

Hi all, I emailed my query to tech support at Stata corp and below is the response; Typically for a fixed effects negative binomial model, you would want to use the -xtnbreg, fe- command. -xtnbreg, fe- is fitting a conditional fixed effects model. When you include panel dummies in -nbreg- command, you are fitting an unconditional fixed effects model. For nonlinear models such as the negative binomial model, the unconditional fixed effects estimator produces inconsistent estimates. This is caused by the incidental parameters problem. See the following references for theoretical aspects on the incidental parameters problem: Greene, William H. "Econometric Analysis". Prentice Hall. Seventh Edition, page 413. Baltagi, Badi "Econometric Analysis of Panel Data". 4th. Edition. John Wiley and Sons LTD. Section 11.1 (pages 237-8).

Here is the abstract for the Allison & Waterman paper I mentioned before:

And, from the conclusion:

Also, Paul Allison, "Fixed effects regression models", Sage, 2009. ------------------------------------------- Richard Williams, Notre Dame Dept of Sociology OFFICE: (574)631-6668, (574)631-6463 HOME: (574)289-5227 EMAIL: Richard.A.Williams.5@ND.Edu WWW: http://www.nd.edu/~rwilliam * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Muhammad Anees <anees@aneconomist.com>

**References**:**st: nbreg with fixed effect vs xtnbreg,fe***From:*Shikha Sinha <shikha.sinha414@gmail.com>

**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Muhammad Anees <anees@aneconomist.com>

**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Shikha Sinha <shikha.sinha414@gmail.com>

**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Muhammad Anees <anees@aneconomist.com>

**RE: st: nbreg with fixed effect vs xtnbreg,fe***From:*Nick Cox <n.j.cox@durham.ac.uk>

**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Muhammad Anees <anees@aneconomist.com>

**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Muhammad Anees <anees@aneconomist.com>

**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Richard Williams <richardwilliams.ndu@gmail.com>

**Re: st: nbreg with fixed effect vs xtnbreg,fe***From:*Shikha Sinha <shikha.sinha414@gmail.com>

- Prev by Date:
**st: Re: Reshape and foreach for multiple failure analysis** - Next by Date:
**Re: st: nbreg with fixed effect vs xtnbreg,fe** - Previous by thread:
**Re: st: nbreg with fixed effect vs xtnbreg,fe** - Next by thread:
**Re: st: nbreg with fixed effect vs xtnbreg,fe** - Index(es):