Re: st: negative binomial model in stata

[Jianhong Chen <jianhongchen1985@gmail.com>]

Hi, Joerg

Sorry for the citation. The reference is Allison, Paul D. and Richard
Waterman, 2002 “Fixed effects negative binomial regression models.” In
Ross M. Stolzenberg (ed.), Sociological Methodology 2002. Oxford:
Basil Blackwell.

Thank you for your response. I will try to the compare the two
comands. I have another question. Do you think I can use this command:
nbreg DV IV controls year, cluster(Id) to deal with the panel data?

Best,

Jianhong


On Wed, Nov 2, 2011 at 2:06 PM, Joerg Luedicke <joerg.luedicke@gmail.com> wrote:
>
> If you cite something, you should provide the full reference. However,
> saying that using this model:
>
>  xtgee DV IV controls year, family(nb) corr(sta4) robust
>
> instead of using this model:
>
> xtnbreg DV IV controls,  re
>
> does not make a lot of sense as they are quite different and it
> depends on a lot of things which one to chose. The first one (the
> -xtgee-) will fit a population averaged model while the latter
> (-xtnbreg-) will fit a varying intercept model (aka random intercept
> or sometimes just called random effects model). You could obtain the
> same result that you get with running the -xtgee- model by using
> -xtnbreg-. Just try the following and compare the 2 outputs:
>
> xtnbreg DV IV controls year, pa corr(sta4) vce(robust)
>
>
> Joerg
>
>
> On Wed, Nov 2, 2011 at 1:04 PM, Jianhong Chen
> <jianhongchen1985@gmail.com> wrote:
> > Hi, everyone
> >
> > I am dealing with longtitudinal panel data using negative binomial
> > model. I think random effect would fit. Therefore, I use the following
> > command:
> >
> > xtnbreg DV IV controls,  re.
> >
> > However, I read another paper which says that " xtnbreg is supposed to
> > estimate random and fixed effects negative binomial models, but I
> > don’t recommend either. Both of these models have a very peculiar
> > parameterization that does not do what it is supposed to do" and this
> > paper recommends use one of  the following commands:
> >
> > nbreg DV IV controls year, cluster(Id)
> > xtgee DV IV controls year, family(nb) corr(sta4) robust
> >
> > What do you think is the best way to go? Thank you very much.
> >
> > Best,
> >
> > Jianhong
> >
> > *
> > *   For searches and help try:
> > *   http://www.stata.com/help.cgi?search
> > *   http://www.stata.com/support/statalist/faq
> > *   http://www.ats.ucla.edu/stat/stata/
> >
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/