Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Subject: Re: st: What should I do if stata can not show the result of nbreg


From   jhilbe@aol.com
To   statalist@hsphsun2.harvard.edu
Subject   Subject: Re: st: What should I do if stata can not show the result of nbreg
Date   Mon, 9 Jan 2012 10:54:01 -0500 (EST)

Ye SUN/Maarten:

While it is likely that Ye SUN has a Poisson and not a NB model, this is indicated as a possibility by it's failure to converge. There could be other reasons for thie behavior of course. I would like to comment on Ye SUNs statement,

I try -estat gof- to test whether there is overdispersion problem, it
is
insignificant indicating no overdispersion problem I think.

This is NOT the way to check for possible overdispersion. Ye SUN, run the Poisson model using the "glm" command, checking the value of the Pearson dispersion statistic. It is in the upper right column "(1/df) Pearson = " . Values greater than 1.0 indicate possible overdispersion. HIgher values of this statistic indicate more correlation or overdispersion. The overdispersion may in fact be only apparent -- and there are ways to check for this. But if the overdispersion is real, then the model is not Poisson. What you need to do is determine the likely cause of overdispersion, if possible. The outcome will likely determine the type of count model that is most appropriate for your data. For one thing, if you find that the dispersion is close to 1.0, you have a Poisson model. It will explain why you have the problems with nbreg.

Remember, the Poisson model can be regarded as a negative binomial with an ancillary or heterogeneity parameter value of zero. Depending on the data, models having a heterogeneity parameter (alpha) value close to zero are also Poisson. The problem is that if the value is 0, or numerically extremely close to zero, the NB model will not converge due to division by zero. The NB model becomes Poisson as the value of alpha approaches zero, but it cannot actually be at zero.

Joseph Hilbe





-----------------------------

Date: Sun, 8 Jan 2012 15:44:01 +0100
From: Maarten Buis <maartenlbuis@gmail.com>
Subject: Re: st: What should I do if stata can not show the result of nbreg

On Sun, Jan 8, 2012 at 9:24 AM, Ye SUN wrote:
My dependent variable is count number: the number of boards that a
director serves in (this kind of data seems not fit to poisson)

I first try poisson regression and get the results and then I try
-estat gof- to test whether there is overdispersion problem, it is
insignificant indicating no overdispersion problem I think.
I also try -zip- and get similar results, and vuong test indicates
there is no excess zero problems I think.

I also want to try negative binomial regression,( nbreg and zinb ),
but stata run for quite a long time and still run without showing any
results. What does that mean?



© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index