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Re: st: xtnbreg - robusteness check and model relevance

From   "JVerkuilen (Gmail)" <>
Subject   Re: st: xtnbreg - robusteness check and model relevance
Date   Thu, 17 Jan 2013 19:11:04 -0500

On Thu, Jan 17, 2013 at 1:18 PM, Mário Marques <> wrote:
> Dear All,
> I have a count data panel (xtnbreg) and I have modelled the number of
> new foreign firms on a set of indepvars using country-pairs fixed
> effects.
> A referee suggested me recently to include year dummies to account for
> time trends, the results obtained before and after the inclusion of
> these variables are as follows:

You can simply use a LR test here by fitting the nested model.
However, you might note that there are a bunch of clusters being
dropped for being all 0, which happens because you have no variance on
the DV and are using a fixed effects estimator. Is this of concern?

JVVerkuilen, PhD

"Everybody loves progress but nobody likes change." ---Fortune cookie, 1/13/13.

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