Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: LR-tests and Xtnbreg

From (Roberto G. Gutierrez, StataCorp.)
Subject   Re: st: LR-tests and Xtnbreg
Date   Tue, 03 Jun 2003 09:59:38 -0500

Continuing this thread, Jon Heron <> now asks:

> in attempt to gain a better understanding, I am trying to verify the
> relationship between alpha in the mean-dispersion nbreg model and delta in
> the constant-dispersion nbreg model.

> This works fine in a pair of models containing just a constant however
> breaks down when I add a 2 level factor.

> How is the single value of delta calculated from the two delta_i from the
> two groups?  It doesn't appear to be the arithmetic nor geometric mean.

I don't think that one can easily transform between both parameterizations of
-nbreg- post-estimation.  They are, in fact, distinct models with differing
likelihood functions that, when optimized, usually yield different

For more details on -nbreg- parameterizations, you can look at

and feel free to email me privately (or post to the list) if you have any
remaining questions.

*   For searches and help try:

© Copyright 1996–2019 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index