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| From | Ivan Png <iplpng@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: xtnbreg Initial values |
| Date | Wed, 12 May 2010 15:30:27 +0800 |
Many thanks, Rodolphe and Maarten. The paper by Santos-Silva and Tenreyro explains when max likelihood estimation of Poisson or similar specifications might fail. Desbordes below provides a way to identify the troublesome explanatory variables and exclude them. In my case, the solution was simpler. Run OLS and get the coefficients and use them as starting values in the xtnbreg Specifically, ---- reg depvar indepvars matrix _s=e(b) xtnbreg depvar indepvars , fe vce(oim) iterate(20) from(_s, skip) Once again, many thanks to STATA-listers! On Fri, May 7, 2010 at 5:03 PM, Rodolphe Desbordes <rodolphe.desbordes@strath.ac.uk> wrote: > Ivan, > > Are you referring to this strategy? > > http://cep.lse.ac.uk/pubs/download/dp0932.pdf > > > If that is correct, see http://privatewww.essex.ac.uk/~jmcss/panelpoisson.do > > Rodolphe > > > -----Original Message----- > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Ivan Png > -- > Skype: ipng00 > T: +65 6516 6807 > * * 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/