Re: st: -intgph nbreg- drops interaction variables

[Nick Cox <njcoxstata@gmail.com>]

-tenure- is a measured variable and while that does not rule out
modelling with -poisson- it does seem to make application of -nbreg-
strange at best and nonsensical at worst.

That aside, I read your message as implying that one model is a poor
match for the data you throw at it and another a rather better one.
That would not seem to imply any problem with either -nbreg- or
-intgph-.

Is this question a proxy for another one involving your own data?

Nick

2011/3/14 Müller  Barbara <barbara.mueller@soz.gess.ethz.ch>:

> When I use the -intgph- command (from SSC-Archives) with a -nbreg- model, I get the message that my interaction variables were dropped. The analysis can be reproduced with the nlsw88 example Stata-dataset. This is the code I used:
> webuse nlsw88
> intgph nbreg tenure, ivars (age south)
>
> It returns this error message:
> ageXsouth  has been dropped by nbreg
> ageXsouth is the product of the interaction vars
> r(499);
>
> If I use the same command with a -poisson- model, the model runs fine:
> intgph poisson tenure, ivars (age south)
>
> My Stata version and ado-files are up to date.

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