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RE: st: negative binomial regression accepts non-integer continuous outcomes?


From   "Santos Silva, J.M.C." <jmcss@essex.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: negative binomial regression accepts non-integer continuous outcomes?
Date   Wed, 5 Sep 2012 12:10:10 +0100

Dear Jason,

Negative binomial regression can be performed with non-count data but I
would not advise you to do so because the results are not invariant to the
scale of the data. My advice would be to go for Poisson (or maybe gamma)
regression that does not suffer from that problem.

All the best,

Joao

> I'm running negative binomial regression using nbreg and it seems to accept 
> dependent variables that are positive and continuous (i.e., they are not 
> required to be positive integers).  Is Stata truncating or rounding these 
> dependent variable values to integer values before estimating the model?  
> Thanks for any guidance,
> 
> Jason
> 
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