st: RE: [email protected]

 From "Scott Merryman" <[email protected]> To <[email protected]> Subject st: RE: [email protected] Date Thu, 27 Jan 2005 13:25:52 -0600

```Zhehui,

Try the Berndt-Hall-Hall-Hausman (BHHH) algorithm.  Using this algorithm the
standard errors very nearly match (except for AGESQ, which probably a typo).

For example (data is at:
http://www.econ.ucdavis.edu/faculty/cameron/racd/racddata.html)

. do "C:\DOCUME~1\Scott_2\LOCALS~1\Temp\STD08000000.tmp"

. infile SEX AGE AGESQ INCOME LEVYPLUS FREEPOOR FREEREPA ILLNESS ACTDAYS ///
>  HSCORE CHCOND1 CHCOND2 DVISITS NONDOCCO HOSPADMI HOSPDAYS MEDICINE ///
>  PRESCRIB NONPRESC CONSTANT ///
>  using "C:\Documents and Settings\Scott_2\Desktop\racd3.asc"

. qui nbreg DVISITS  SEX AGE AGESQ INCOME LEVYPLUS FREEPOOR FREEREPA ///
>  ILLNESS ACTDAYS HSCORE  CHCOND1 CHCOND2, dis(const) nolog tech(bhhh)

. est store NB1

. qui nbreg DVISITS  SEX AGE AGESQ INCOME LEVYPLUS FREEPOOR FREEREPA ///
>  ILLNESS ACTDAYS HSCORE  CHCOND1 CHCOND2, dis(mean) nolog tech(bhhh)

. est store NB2

. est table NB1 NB2, se drop(_cons) b(%9.3f)

--------------------------------------
Variable |    NB1         NB2
-------------+------------------------
SEX |     0.164       0.217
|     0.060       0.066
AGE |     0.280      -0.216
|     1.126       1.234
AGESQ |     0.020       0.609
|     1.199       1.381
INCOME |    -0.135      -0.142
|     0.096       0.098
LEVYPLUS |     0.212       0.118
|     0.084       0.085
FREEPOOR |    -0.537      -0.497
|     0.209       0.175
FREEREPA |     0.208       0.145
|     0.104       0.117
ILLNESS |     0.196       0.214
|     0.021       0.026
ACTDAYS |     0.112       0.144
|     0.006       0.007
HSCORE |     0.036       0.038
|     0.010       0.014
CHCOND1 |     0.133       0.099
|     0.075       0.077
CHCOND2 |     0.174       0.190
|     0.089       0.095
--------------------------------------
legend: b/se
end of do-file

Hope this helps,
Scott

> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Zhehui Luo
> Sent: Thursday, January 27, 2005 10:49 AM
> To: [email protected]
> Subject: st: [email protected]
>
> Hi,
>
> To reproduce some part of Table 3.4 in Cameron and Trivedi (1998) book
> "Regression analysis of count data", I found this help file from Stata
> Corp
> FAQs (http://www.stata.com/support/faqs/stat/nbreg1.html).
>
> I ran nbreg, dispersion(constant) , but the resulted standard errors for
> beta are very different from what's reported in the MLE column and similar
> to the GLM column. Could someone tell me why?
>
> Thanks,
>
> Zhehui

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```