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]

Re: st: use xtnbreg, fe or xtpoisson, fe vce(r)?


From   "Justina Fischer" <[email protected]>
To   [email protected]
Subject   Re: st: use xtnbreg, fe or xtpoisson, fe vce(r)?
Date   Thu, 18 Oct 2012 09:11:12 +0200

Hi guys

there is a related discussion on the role of conditionality for the estimates comparing - xtnbreg, fe- with using  - nbreg - with manually added fixed effects:

http://www.stata.com/statalist/archive/2012-02/msg00399.html

HTH

Justina




-------- Original-Nachricht --------
> Datum: Thu, 18 Oct 2012 00:03:55 -0400
> Von: "JVerkuilen (Gmail)" <[email protected]>
> An: [email protected]
> Betreff: Re: st: use xtnbreg, fe or xtpoisson, fe vce(r)?

> On Wed, Oct 17, 2012 at 5:28 PM, Vestal, Alex - COB
> <[email protected]> wrote:
> > Using unbalanced panel data, I am modeling a count DV with
> overdispersion (patent counts).  I recently submitted a study using xtnbreg and a
> reviewer commented: "the best practice is to use xtpoisson with robust SEs that
> resolves the usual reasons to favor xtnbreg."
> > I had been using xtnbreg because of its ability to handle
> overdispersion.  Is xtpoisson vce(robust) robust to overdispersion?  I'm looking for
> rationale as to which approach I should be using.  Any guidance would be
> greatly appreciated!
> >
> 
> It's not obvious to me which one is best in this case. -xtnbreg- is
> using a parameter whereas vce(robust) is avoiding using a parameter.
> But I suspect the resulting inferences will end up being quite
> similar. So perhaps throw the reviewer a bone by doing what he wants
> and footnoting the other way, or vice versa.
> 
> As to the issue of the sources of overdispersion, I've often
> encountered in practice the sad fact that any reasonable model will be
> overdispersed due to lack of reasonable covariates so often you simply
> have to fit what you have.
> 
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/faqs/resources/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/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


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