--- On Mon, 4/1/10, joe j wrote:
> I ran a couple of negative binomial estimations - three
> specifications for each of my five dependent variables -
> and in just some models I find chi2 missing.
Your model specification looks too complicated (= too many
covariates) for your data. The negative binomial is a pretty
complicated model as it involves estimating a variance of a
variable you haven't observed (the alpha). So each
observation in the data contains relatively little
information that can be used in the estimation. This means
you require a lot of observations to get a reliable
estimate. 603 observations for estimating 45 parameters
means about 13 observations per parameter, which to me
just looks too small for a model like this. So I am not
surprised that Stata is complaining.
Hope this helps,
Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
*
* For searches and help try:
* http://www.stata.com/help.cgi?search
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
