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Re: st: negative binomial models with large fixed effect group size


From   [email protected]
To   [email protected]
Subject   Re: st: negative binomial models with large fixed effect group size
Date   Sat, 07 Apr 2007 14:58:16 +0200

I suppose that "conventional" meant "unconditional" and I am guessing that KB refers to the fact that conditional fixed effects estimated by Stata are presumed to be not truly fixed, as found in Allison & Waterman, 2002. Fixed effects negative binomial regression models. Ross Stolzenberg (ed.), Sociological Methodology 2002. Boston: Basil Blackwell.

Nicola

At 02.33 07/04/2007 -0400, you wrote:
>KW,
>
>I'm only guessing what you might have read, but there's nothing 
>"unconventional" about -xtnbreg, fe- .  The fixed effects in the negative 
>binomial setting are multiplicative, not additive, but that's perfectly 
>"conventional" for models with exponential conditional means.
>
>Cheers,
>
>Partha 

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