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Re: st: xtnbreg and alternative methods


From   Mário Marques <mmarques@eeg.uminho.pt>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtnbreg and alternative methods
Date   Wed, 12 Sep 2012 19:49:38 +0100

Dear All,

I resend my message. I would appreciate any help. Thanks
Mário

2012/9/10 Mário Marques <mmarques@eeg.uminho.pt>:
> Dear Statalist-Users,
>
> I need help about xtnbreg, fe. I am using Stata 11. My dependent
> variable is a count of new subsidiaries for different countries-pairs.
> I have read (from Allison and Waterman, 2002) that xtnbreg, fe is not
> a true fixed effects model. Dependent variable is overdispersed and
> there are within individuals time-invariant covariates.
>
>
> One of the solutions (I do not know if it is correct) is run
> xtpoisson, fe and adjust standard errors upward for overdispersion
> using person's chi squared or deviance. Do you think this procedure is
> correct? If so, how could I get the Pearson's chi square/deviance
> statistic?
>
> Do you know about other feasible alternative methods?
>
> Thanks for your consideration,
> Mario Marques
> *
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-- 
Mário Marques
University of Minho
School of Economics and Management
Campus de Gualtar
4710-057 Braga
Portugal

Tel: +351 253 604100 (ext. 5589)
Email: mmarques@eeg.uminho.pt

*
*   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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