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


From   "Petra Nieken" <petra.nieken@uni-bonn.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: AW: RE: two way random effects negbin model in stata
Date   Sat, 14 Jan 2012 11:25:00 +0100

Dear Al,

a referee wants a random effects model with random effects both for the home
and the road team. At the moment I have a negbin model with dummies for the
home and the road teams to control for their abilities.

Thank you for your consideration.

Kind regards,

Petra Nieken

> -----Ursprüngliche Nachricht-----
> Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> statalist@hsphsun2.harvard.edu] Im Auftrag von Feiveson, Alan H. (JSC-
> SK311)
> Gesendet: Freitag, 13. Januar 2012 19:32
> An: statalist@hsphsun2.harvard.edu
> Betreff: st: RE: two way random effects negbin model in stata
> 
> 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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