Hi,
I am using the nbreg command to run a negativ binomial regression. Using it I can choose between two different dispersion parameters,
"dispersion(mean), which yields a model with dispersion equal to 1+alpha*exp(x_i*b +offset); i.e., the dispersion is a function of the expected mean: exp(x_i*b + offset). dispersion(constant) has dispersion equal to 1+delta; i.e., it is a constant for all observations."
If alpha=0 or delta=0 I have a poisson model which would mean that dispersion=1.
The thing that I am interested in is what is ususlly referred to as the overdispersion parameter, which I need for a second stage estimation. My question is, therefore, is the estimated alpha or delta coefficient equal to this overdispersion parameter, i.e. without adding the constant 1? Or should I interpreted what STATA calls dispersion, 1+alpha*exp(x_i*b +offset) or 1+delta, as the overdispersion parameteter?
Best regards
Henrik Andersson
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