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Re: st: xtnbreg, fe does not converge when xtpoisson does


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtnbreg, fe does not converge when xtpoisson does
Date   Wed, 22 Aug 2012 11:40:41 +0200

On Tue, Aug 21, 2012 at 8:08 PM, Anastasiya Zavyalova wrote:
> I have a dependent count variable. The range is
> from 0 to 800,000. When I run an xtpoisson with fixed effects it runs
> well and, in fact, all my coefficients are highly signifiant.
> However, when I run an xtnbreg with a fixed-effects option (turns out
> the variable is over-dispersed), I receive the following error
> message: "discontinuous region encountered; cannot compute an
> improvement; r(430);" What could be the reason? Thank you.

A negative binomial model is a much more complicated model than a
Poisson, so the fact that a Poisson converges does not guarantee that
a negative binomial will converge as well.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------
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