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st: RE: testing if distribution is negative binomial

From   "Nick Cox" <>
To   <>
Subject   st: RE: testing if distribution is negative binomial
Date   Mon, 17 Jul 2006 17:06:00 +0100

None of this is necessary at all. 

You don't need to have covariates to use -nbreg-. 
Therefore, in principle the answer is just to 
use -nbreg-, as you are fitting a distribution, 
but without covariates.

In practice, there are various ways of parameterising
the negative binomial, and the parameterisation used
by -nbreg-, for good reasons, may differ from whatever
parameterisation you are accustomed to. 

This problem is again no problem, as -nlcom- makes it 
quite easy to map from one parameterisation to another. 

Alternatively, for example, -nbfit- from SSC by Roberto 
Gutierrez and myself is a worked example of code to use 
one parameterisation common in ecology, with a worked 
example in the help. 


Radu Ban
> I have a variable and I would like to test whether its distribution
> can be assumed to be negative binomial.
> The one way I thought to do this, is to generate a true negative
> binomial distribution and to compare then the two distributions
> through a chi-squared test. However, I wasn't able to find a random
> number generator that gives a negative binomial distribution (the
> -rnd- that I found doesn't have this option). Does anyone have any
> suggestions?

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