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st: RE: New Command on SSC - hnbreg1 |

Date |
Fri, 14 Sep 2007 12:47:48 EDT |

As many may know, Stata's -nbreg- command provides users with the ability to model data using either: NB-2 , nbreg y varlist, dispersion(mean) DEFAULT NB-1 , nbreg y varlist, dispersion(constant) NB-1 is sometimes called linear negative binomial because its variance function is mu+alpha*mu, whereas the traditional NB-2 parameterization has a quadratic variance function of mu + alpha*mu^2. The command -gnbreg- allows parameterization of the negative binomial heterogeneity or ancillary parameter, but only for the NB-2 model. One cannot use gnbreg to parameterize the NB-1 heterogeneity parameter. A few days ago I submitted a command to SSC to parameterize the heterogeneity parameter for the canonical negative binomial, or NB-C. The command name is -hcnbreg-. I have now submitted a command, called -hnbreg1- to parameterize NB-1's heterogeneity parameter. To install from the Stata command line, type ssc install hnbreg1 or ssc describe hnbreg1 then install where shown. Note that, unlike -nbreg-, Stata's -gnbreg- command does not provide a likelihood ratio test of the estimated model versus Poisson, which is a negative binomial with a heterogeneity parameter value of 0. I have added this feature to the hnbreg1 command, together with an AIC statistic. Both statistics assist the user in assessing the comparative fit of the model. The help file explains the other features and options. Joseph Hilbe ************************************** See what's new at http://www.aol.com * * 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/

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