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st: Problems in ztnb and nbstrat estimation

To   statalist <>
Subject   st: Problems in ztnb and nbstrat estimation
Date   Wed, 13 Apr 2011 16:41:50 +0100

Dear stata users,

I am using STATA 11 version updated yesterday.
I am dealing with count data concerning recreational visits behaviour. It
was obtained by the administration of an on-site survey. I have 212
When I use nbreg there are no problems, coefficients present expected
signs and the over dispersion parameter (alpha) is about 1.26.  
Problems arise when I try to implement the zero truncated negative
binomial model or the negative binomial with endogenous stratification. In
- the over dispersion parameter (alpha) becomes huge, the ln(alpha) is
about 20;
- the constant term increases, in absolute value, but is not
- predictions are completely wrong with an average value of 0.0000...
The nbstrat output reports that alpha is not significant.

Is the number of observations excessively low? Had this happened before
to anyone?

Thank you very much,

Paula Simões

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