 |
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]
RE: st: seemingly unrelated negative binomial
Rachel,
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of
> Maarten buis
> Sent: 30 July 2007 22:07
> To: [email protected]
> Subject: Re: st: seemingly unrelated negative binomial
>
> --- Rachel Whaley <[email protected]> wrote:
> > Is there a way to estimate seemingly unrelated negative binomial or
> > seemingly unrelated poisson regression equations in STATA?
>
> -suest- will allow you to do a seemingly unrelated regression
> on any estimation command that allows you to use -predict- to
> predict scores (first derivative of the likelihood function).
> -predict- can get scores after both -nbreg- and -poisson-, so
> seemingly unrelated negative binomial or seemingly unrelated
> poisson regression are possible, see:
> -help suest- for details.
Just to add a bit to Maarten's suggestion: -suest- will let you combine
two or more "seemingly unrelated" equations so that you can test
cross-equation restrictions and the like. But it won't do
"seemingly-unrelated estimation" a la Zellner and -sureg-, i.e., you
won't get the efficiency gains possible from estimating the equations as
a system. The coefficients reported by -suest- are just the original
ones.
Cheers,
Mark
Prof. Mark Schaffer
Director, CERT
Department of Economics
School of Management & Languages
Heriot-Watt University, Edinburgh EH14 4AS
tel +44-131-451-3494 / fax +44-131-451-3296
email: [email protected]
web: http://www.sml.hw.ac.uk/ecomes
>
> Hope this helps,
> Maarten
>
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology Vrije Universiteit
> Amsterdam Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
>
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
>
> +31 20 5986715
>
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
>
>
> ___________________________________________________________
> Yahoo! Mail is the world's favourite email. Don't settle for
> less, sign up for your free account today
> http://uk.rd.yahoo.com/evt=44106/*http://uk.docs.yahoo.com/mai
> l/winter07.html
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/