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| From | Mário Marques <mmarques@eeg.uminho.pt> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: xtnbreg - robusteness check and model relevance |
| Date | Fri, 18 Jan 2013 10:16:07 +0000 |
Dear Verkulien, Thank you for your advising lr test, I have performed that,as also Andre suggested, and it works. Regarding the observations dropped because zero outcomes, it was not a huge concern however it represents about 30% of country-pairs. If I perform xtnbreg, re, an excerpt of the output is as follows. Do you think it is plausible and convincing use a random effects instead? I take the oportunity to ask you whether there is any way, under xtnbreg, fe,re model, to obtain clustered/robust standard errors? I would appreciate for any help. Thansk you. Mário -------------excerpt of the outcome --------------- Random-effects negative binomial regression Number of obs = 11520 Group variable: country_pairs Number of groups = 1152 Wald chi2(17) = 947.69 Log likelihood = -16324.972 Prob > chi2 = 0.0000 nsubs Coef. Std. Err. z P>z [95% Conf. Interval] x1 .4681317 .1032329 4.53 0.000 .265799 .6704644 x2 -.7630913 .2701788 -2.82 0.005 -1.292632 -.2335507 x3 .2865468 .0253246 11.31 0.000 .2369114 .3361822 x4 .7518349 .4471756 1.68 0.093 -.1246132 1.628283 x5 .0285722 .0385551 0.74 0.459 -.0469944 .1041388 x6 -1.452807 .3164543 -4.59 0.000 -2.073045 -.8325676 x7 -.0026751 .0027837 -0.96 0.337 -.0081312 .0027809 x8 -.3470533 .1021445 -3.40 0.001 -.5472528 -.1468537 year1... year2... cons -1.704515 1.053902 -1.62 0.106 -3.770125 .3610946 /ln_r .1649259 .0564414 .0543028 .275549 /ln_s -1.255421 .0451007 -1.343817 -1.167026 r 1.179306 .0665617 1.055804 1.317254 s .2849558 .0128517 .2608481 .3112914 ----------------end of the excerpt----------------- 2013/1/18 JVerkuilen (Gmail) <jvverkuilen@gmail.com>: > On Thu, Jan 17, 2013 at 1:18 PM, Mário Marques <mmarques@eeg.uminho.pt> 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 > jvverkuilen@gmail.com > > http://lesswrong.com/ > > "Everybody loves progress but nobody likes change." ---Fortune cookie, 1/13/13. > > * > * 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/ -- Mário Marques University of Minho School of Economics and Management Campus de Gualtar 4710-057 Braga Portugal Tel: +351 253 604100 (ext. 5589) Email: mmarques@eeg.uminho.pt * * 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/