Re: st: -nbreg- not working properly?

["David M. Drukker" <ddrukker@stata.com>]

Peter Siminski <p.siminski@student.unsw.edu.au> asked why -nbreg- (with 
defaults) does not produce the same results as -glm- with 
family(nbinomial).

The manual entry for -glm- (note 4 on page 499 of [R] A-H) notes that

        ``Although -glm- can be used to fit [negative binomial models],
        using Stata's maximum likelihood -nbreg- is probably better.  In the
        GLM approach, you specify -family( nbinomial #_k) and then search
        for the #_k that results in the deviance-based dispersion being 1.
        -nbreg-, on the other hand, finds the maximum likelihood estimate of
        #_k and reports a confidence interval for it.

I hope that this helps.

	--David
	  ddrukker@stata.com

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/