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From |
Klaus Pforr <kpforr@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

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

Date |
Wed, 22 Aug 2012 21:33:02 +0200 |

<>

Literature:

Klaus Am 22.08.2012 20:57, schrieb Anastasiya Zavyalova:

Klaus,If I do not have enough variance for the overdispersion-factor in thextnbreg, does this mean the dependent variable is NOT over-dispersed?Alternatively, if the xtnbreg model does not "run," am I correct toassume that it's not an appropriate estimation for my dependent variable?Thank you. Annie * * On Aug 22, 2012, at 9:01 AM, Klaus Pforr wrote:<> 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 thedispersion parameter, not to the x term in the model.>> (Manualentry forxtnbreg. This means, that your xtpoisson converges because you haveenoughvariance for the Xb-fixed-effect, but you may have not enoughvariance forthe 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 <mailto:klaus.pforr@gesis.org> __________________________________ -----Ursprüngliche Nachricht-----Von: owner-statalist@hsphsun2.harvard.edu<mailto:owner-statalist@hsphsun2.harvard.edu>[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Maarten Buis Gesendet: Mittwoch, 22. August 2012 11:41An: statalist@hsphsun2.harvard.edu<mailto: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 aPoisson,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/

-- __________________________________ 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 __________________________________ * * 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/

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