Re: st: Testing hypotheses on variance of dependent variable:NBREG

[Jesper Sorensen <sorensen@mit.edu>]

-gnbreg- may be what you are looking for if you want to specify the 
overdispersion as a function of indep vars.

//Jesper



> Hi all,
>
> This question is part Stata, part statistics in general.  I have a 
> dep. variable made up of count data.  High overdispersion.  I want 
> to be able to test hypotheses on both the expected value of the dep. 
> variable, as well as the variance of the dep. variable, regressing 
> on a bunch of independent variables that I have.
>
> After examining nbreg's options, it appears testing my expected 
> value hypotheses uses the basic command:
>
> . nbreg depvar [indepvars]
>
> Is there a way to formulate a variance or dispersion parameter for 
> each observation, which I can regress on my ind variables?  I have 
> heard something about a Negbin II (??), but not sure how to proceed 
> in Stata.
>
> CM
>
>
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