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st: RE: Zero-inflated negative binomial panel model


From   "Jacobs, David" <jacobs.184@sociology.osu.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: Zero-inflated negative binomial panel model
Date   Thu, 28 Feb 2013 16:25:59 +0000

You might try the econometric package called Limdep as that (difficult to use) package has many more estimators for panel data.

The short cut that people have used is to cluster on the subject's id to correct the standard errors for within cluster similar values.

I think (but don't have my copy here) that this advice is provided in Microeconomics Using Stata by Cameron and Trivedi

Dave Jacobs
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of James Bernard
Sent: Wednesday, February 27, 2013 9:37 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: Zero-inflated negative binomial panel model

Hi stat-listers,

I wonder if zero-inflated negative binomial model is applicable to panel data. Currently Stata does not have that procedure (as far as the menus tell me+some Google search).

Is it because Econoemtricians have not extended the model to panel? I believe someone, somewhere, should have thought about it. Any hint?

Thanks,
James
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