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st: Questions about xtnbreg ... , fe


From   John Plummer <[email protected]>
To   [email protected]
Subject   st: Questions about xtnbreg ... , fe
Date   Thu, 18 Aug 2005 09:53:48 +0900

I have a data set in which counts were collected at 2 time points under 2
conditions for each subject.  There are no missing data.  Data for one
subject look like this:

    id   time   condit~n   diagno~s   count  
     5      0          0          2       0  
     5      0          1          2       8  
     5      1          0          2       5  
     5      1          1          2       7  


Question 1.

I fitted a fixed effects negative binomial model including time, condition,
and their interaction:

. xi: xtnbreg  count i.time*condition, i(id) fe irr nolog
i.time            _Itime_0-1          (naturally coded; _Itime_0 omitted)
i.time*condit~n   _ItimXcondi_#       (coded as above)

Conditional FE negative binomial regression     Number of obs      =       544
Group variable (i): id                          Number of groups   =       136

                                                Obs per group: min =         4
                                                               avg =       4.0
                                                               max =         4

                                                Wald chi2(3)       =    154.25
Log likelihood  = -646.33027                    Prob > chi2        =    0.0000

------------------------------------------------------------------------------
       count |        IRR   Std. Err.      z    P>|z|     [95% Conf. Interval]
-------------+----------------------------------------------------------------
    _Itime_1 |   2.069823   .1629906     9.24   0.000     1.773798    2.415249
   condition |   1.201935   .1071924     2.06   0.039     1.009179    1.431508
_ItimXcond~1 |   .3432684   .0418947    -8.76   0.000     .2702388    .4360336
------------------------------------------------------------------------------




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