Re: st: xtnbreg, nbreg, and tests of assumptions

["Mary E. Mackesy-Amiti" <mmamiti@uic.edu>]

I think you meant to say that your *dependent* variable is count with 
overdispersion, and your *independent* variable is time invariant.  
Independent variables predict dependent variables.

Please post the -xtnbreg- command you used and the results you find 
questionable.


On 12/15/2010 7:30 AM, Dalhia wrote:
> Hi,
>
> I am trying to figure out whether I should use nbreg (with
> correction for autocorrelation and heteroskedasticity) or xtnbreg (with
> random effects)? My independent variable is count with significant overdispersion, and I have panel data (cross sectional time series). One of my main dependent variables is time invariant, and therefore I cannot use xtnbreg fixed effects. xtnbreg random effects is giving me some funny results that are hard to believe, but how should I decide which one I should be using (xtnbreg or nbreg)? Also, are there tests to check if the assumptions of these models are satisfied in my data?
>
> Finally, I have two independent variables,  predicted by the same dependent variables. But I can't find a version of SUR appropriate for negative binomial. I am not really interested in cross-equation testing. If I don't do a seemingly unrelated regression, does that bias the coefficients or does it produce inefficient
> coefficients.
>
> Thanks so much. I really appreciate your help.
> Dalhia
>
> --- On Wed, 12/15/10, Maarten buis<maartenbuis@yahoo.co.uk>  wrote:
>
> From: Maarten buis<maartenbuis@yahoo.co.uk>
> Subject: Re: st: Difference between xtlogit, xtmelogit, gllamm
> To: statalist@hsphsun2.harvard.edu
> Date: Wednesday, December 15, 2010, 10:28 AM
>
> --- On Wed, 15/12/10, Rajaram Subramanian Potty wrote:
> > I have event history data and this data has been converted
> > into discrete time to fit discrete time hazard model.
> > Now, I want to fit a multilevel model. But there are: three
> > different proceudres such as xtlogit, xtmelogit and gllamm.
> > I want to know which procedure is more appropriate for
> > analysing the discrete time data.
> All three will do for a basic multilevel model for the odds
> (not the hazard) of survival. If you want to model a
> multilevel model for the hazard of survival you can use
> -gllamm- with the cll link function. The difference between
> -xtlogit- and -xtmelogit- is that the latter can accomodate
> more complex multilevel structures.
>
> Hope this helps,
> Maarten
>
> --------------------------
> Maarten L. Buis
> Institut fuer Soziologie
> Universitaet Tuebingen
> Wilhelmstrasse 36
> 72074 Tuebingen
> Germany
>
> http://www.maartenbuis.nl
> --------------------------
>
>
>       
>
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--
Mary Ellen Mackesy-Amiti, Ph.D.
Research Assistant Professor
Community Outreach Intervention Projects (COIP)
School of Public Health m/c 923
Division of Epidemiology and Biostatistics
University of Illinois at Chicago
ph. 312-355-4892
fax: 312-996-1450

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