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RE: st: Convergence Problems With Zero Truncated Negative Binomial Regression


From   "Santos Silva, J.M.C." <jmcss@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Convergence Problems With Zero Truncated Negative Binomial Regression
Date   Sat, 3 Mar 2012 10:57:36 GMT

Dear Michael,

 From what you describe, my guess is that the data you have is underdispersed
and therefore the overdispersion parameter in negbin is not identified. If that is
the case, then the negbin estimator is just not appropriate for these data.

All the best,

Joao

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