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st: Thread-Index: AQHJI0ot1LurHl6hOky9rhtKsPbFYw==

From   Michael E Roettger <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Thread-Index: AQHJI0ot1LurHl6hOky9rhtKsPbFYw==
Date   Tue, 30 Sep 2008 18:15:56 -0400


I have a dependent variable in panel data for individuals that fits a negative binomial distribution.  With an add on or extension, is it possible to run a negative binomial regression with fixed effects at the individual level?  My understanding is that

xtnbreg  Y X, fe

creates fe for distribution and not the xb variables for the regression equation y=XB+e.  I would like to generate individual level fixed effects for the XB variables, not the distribution.  Any advice for how to run a NB reg with fixed effects at the individual level  for the XB variables would be greatly appreciated!


Mike Roettger,
Bowling Green State University

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