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st: RE: two way random effects negbin model in stata


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: two way random effects negbin model in stata
Date   Fri, 13 Jan 2012 12:32:14 -0600

Petra - I'm not sure what you mean by "two-way random effects model". In your example,  home/away is clearly a fixed effect. Do you mean having random effects for the teams? If so, they could possibly interact with home/away to produce crossed random effects. Is this what you are referring to?

Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Petra Nieken
Sent: Friday, January 13, 2012 6:24 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: two way random effects negbin model in stata

Dear Statalist users,

    I work with Stata/SE 11.0 and I am looking for a two-way random effects
negbin model. I 
    am investigating a sports data set with a dependent count variable with
overdispersion. I, 
    therefore, use a negbin-model and have to control for the influence of
the home team and 
    the road team. At the moment I'm using dummy variables for the home and
the road 
    teams to mimic a two-way fixed effects model. Is there a way to estimate
a two-way 
    random effects negbin specification? Besides the question how to
estimate this kind of model  
    with Stata I'm not even sure that such a model specification even exists
in theory? 
    
    Thanks for your consideration.
    
    Kind regards,
    
    Petra Nieken


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