Bookmark and Share

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]

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


From   "Klaus Pforr" <kpforr@googlemail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: xtnbreg, fe does not converge when xtpoisson does
Date   Wed, 22 Aug 2012 16:01:24 +0200

<>

xtpoisson und xtnbreg look at different fixed-effects. xtpoisson adds a
fixed effect to Xb, i.e. an additional possible correlated
within-group-invariant independent variable. xtnbreg models a fixed
over-dispersion-factor (in contrast to the simple nbreg-model): <<Here
<random effects> and <fixed effects> apply to the distribution of the
dispersion parameter, not to the x  term in the model.>> (Manual entry for
xtnbreg. This means, that your xtpoisson converges because you have enough
variance for the Xb-fixed-effect, but you may have not enough variance for
the fe for the overdispersion-factor.

Klaus Pforr 

__________________________________

Klaus Pforr
GESIS -- Leibniz Institut für Sozialwissenschaft
B2,1
Postfach 122155
D - 68072 Mannheim
Tel: +49 621 1246 298
Fax: +49 621 1246 100 
E-Mail: klaus.pforr@gesis.org
__________________________________


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Maarten Buis
Gesendet: Mittwoch, 22. August 2012 11:41
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: xtnbreg, fe does not converge when xtpoisson does

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
---------------------------------
*
*   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/


*
*   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/


© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   Site index