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st: RE: negative binomial

From   "Nick Cox" <>
To   <>
Subject   st: RE: negative binomial
Date   Tue, 4 Feb 2003 18:52:27 -0000
> I am trying to run a regression model having as depedent 
> variable a count
> variable. The mean of this variable is 0.344 and the 
> variance 0.745. I have
> tried to fit a negative binomial model to the data, but the 
> alfa test is not
> significant, while the goodness of fit of the poisson model 
> is much better.
> However, when I used the nbvargr command to obtain the 
> parameter estimates and
> the relative graph the negative binomial distribution seems 
> to fit better the
> data. Am I missing something?

I am not clear that you are comparing like with 

-nbvargr- does univariate fits without 
covariates, whereas -nbreg- (is that what you are 
using?) allows you to fit with or without covariates. Are you 
fitting with covariates? 

Setting that on one side, the tone of your report 
does not seem that surprising, as the Poisson 
is a limiting form of the negative binomial, and 
-- for univariate fits, no covariates -- 
the comparison is thus between fitting the Poisson 
with one parameter and fitting the negative binomial 
with two. I can imagine cases in which the fit 
of the more general distribution is better, but 
various criteria of goodness of fit appear 
to contradict that. 

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