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RE: st: Convergence Problems With Zero Truncated Negative Binomial Regression
From
"Santos Silva, J.M.C." <[email protected]>
To
<[email protected]>
Subject
RE: st: Convergence Problems With Zero Truncated Negative Binomial Regression
Date
Sat, 3 Mar 2012 10:57:36 GMT
Dear Michael,
From what you describe, my guess is that the data you have is underdispersed
and therefore the overdispersion parameter in negbin is not identified. If that is
the case, then the negbin estimator is just not appropriate for these data.
All the best,
Joao
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