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| From | "Klaus Pforr" <kpforr@googlemail.com> |
| To | <statalist@hsphsun2.harvard.edu> |
| Subject | AW: st: xtnbreg, fe does not converge when xtpoisson does |
| Date | Wed, 22 Aug 2012 16:01:24 +0200 |
<> xtpoisson und xtnbreg look at different fixed-effects. xtpoisson adds a fixed effect to Xb, i.e. an additional possible correlated within-group-invariant independent variable. xtnbreg models a fixed over-dispersion-factor (in contrast to the simple nbreg-model): <<Here <random effects> and <fixed effects> apply to the distribution of the dispersion parameter, not to the x term in the model.>> (Manual entry for xtnbreg. This means, that your xtpoisson converges because you have enough variance for the Xb-fixed-effect, but you may have not enough variance for the fe for the overdispersion-factor. Klaus Pforr __________________________________ Klaus Pforr GESIS -- Leibniz Institut für Sozialwissenschaft B2,1 Postfach 122155 D - 68072 Mannheim Tel: +49 621 1246 298 Fax: +49 621 1246 100 E-Mail: klaus.pforr@gesis.org __________________________________ -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Maarten Buis Gesendet: Mittwoch, 22. August 2012 11:41 An: statalist@hsphsun2.harvard.edu Betreff: Re: st: xtnbreg, fe does not converge when xtpoisson does On Tue, Aug 21, 2012 at 8:08 PM, Anastasiya Zavyalova wrote: > I have a dependent count variable. The range is from 0 to 800,000. > When I run an xtpoisson with fixed effects it runs well and, in fact, > all my coefficients are highly signifiant. > However, when I run an xtnbreg with a fixed-effects option (turns out > the variable is over-dispersed), I receive the following error > message: "discontinuous region encountered; cannot compute an > improvement; r(430);" What could be the reason? Thank you. A negative binomial model is a much more complicated model than a Poisson, so the fact that a Poisson converges does not guarantee that a negative binomial will converge as well. -- Maarten --------------------------------- Maarten L. Buis WZB Reichpietschufer 50 10785 Berlin Germany http://www.maartenbuis.nl --------------------------------- * * 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/