Thanks a lot, Maarten. Now I know why other statistics are estimated,
but not chi square.
JJ
On Mon, Jan 4, 2010 at 11:44 AM, Maarten buis <[email protected]> wrote:
> --- 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
> --------------------------
>
>
>
>
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