Dear all,
I?m trying to run a negative binomial panel count model with random effects
(xtnbreg). In ?Multilevel and Longitudinal Modeling Using Stata? I read
that you can only
use this procedure if you have heterogeneity at level 2 and overdispersion
at level 1.
Can somebody tell me what is meant by ?overdispersion at level 1?. Do I have
to compute the mean and variance of my counts of each individual over the
observation periods and compare these?
Or compare mean and variance in the cross-section at every period?
The distribution of my dependent variable (the counts) is highly skewed if I
ignore the clusters and simply compute mean and variance.
Thanks in advance!
P.s. We had some trouble with our mail server so maybe my question exists
already.
Lucas
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