Re: st: Wald test limit?

[Keith Dear <keith.dear@anu.edu.au>]

I fitted the same three models using poisson instead of nbreg.  The results:
  Actual  nbreg  poisson
   261     255     253
   262     257     253
   263     257     256
So the answer would appear to be no.
("actual" is parameters fitted excluding _cons and, for nbreg, alpha).
Keith


At 01:44 PM 6/02/2008, someone wrote offlist:
> Hi Keith,
>
> Is it perculiar to nbreg?
>
> Are the df correct if you replace nbreg with poisson?




At 01:14 PM 6/02/2008, you wrote:
> Good idea. This is what happened:
>
> xi: nbreg rrv_count (i.fin_year) $BASE, exposure(person_days) cl(pcode)
> gen x1=uniform()
> xi: nbreg rrv_count (i.fin_year) $BASE x1, exposure(person_days) cl(pcode)
> gen x2=uniform()
> xi: nbreg rrv_count (i.fin_year) $BASE x1 x2, exposure(person_days) cl(pcode)
>
> The first model reports Wald chi2 on 255df, the second 257, the 
> third also 257! Parameters for x1 and x2 (and the rest) are all 
> estimated ok, so the models actually have 262, 263 and 264 linear 
> parameters resp., including _cons.
>
> So clearly it's not that 256 is a limit, but something odd is happening.
>
> (The 256 mentioned before came from the stepwise run, I think I had 
> those the wrong way round.)
> Keith
>
>
> At 11:57 AM 6/02/2008, you wrote:
>
>
> > How about tossing a few more variables in - and see if the d.f. 
> > stays at 256?  That would indicate whether there actually is a 
> > limit you are running up against.
> >
> >
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Dr Keith B.G. Dear
Senior Fellow in Biostatistics
National Centre for Epidemiology and Population Health
Australian National University
Canberra, ACT 0200, Australia
Tel: 02 612 54865, Fax: 02 612 50740
http://nceph.anu.edu.au/Staff_Students/staff_pages/dear.php
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