Dear colleagues,
I have several questions about building negative binomial regression model in Stata, thank you for your comments and suggestion!
The dependent varibles yit ranges from 1 to 828 with mean of 44.24 and std. Dev. of 52.75. From the baisc info of the data set, I decide to use negative binomial regression. I don't know if the data of this type meets the requirement of using negative binomial regression?
A lot of problems rise immediately when I get down to the analysis.
1,is unbalanced data acceptable for this type of model(negative binomial regression)?
2,should I consider the collinearity/ heterogeneity/ autoregression/ autocorrelation ?
for collinearity, is VIF still suitable for this model? which command should I use? Is variate-covariant matrix helpful in figuring out the related independent variable?
for heterogeneity, it is recommended to use xtgls(xtgls depvar [indepvars], igls panels(heteroskedastic)). Is the result meaningful for xtnbreg?
for autocorrelation, "xtserial implements a test for serial correlation in the idiosyncratic errors of a linear panel-data model". As I know, xtnbreg is not a linear panel-data model. So I wonder, which command should I use to do this part of work.
for autoregression, I don't know how to test and how to correct if necessary. "Xtregar is Fixed- and random-effects linear models with an AR(1) disturbance". The linear here also qenches me.
3,what about the combination of dynamic panel data model with the negative binomial regression? I havn't found any clues about that yet.
Thank you again for your patience.
Any comment or suggestion will be much appreciated.
Best!
Weijia
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