Re: st: xtnbreg, nbreg, and tests of assumptions

["Mary E. Mackesy-Amiti" <mmamiti@uic.edu>]

As Maarten said, xtnbreg shows you the relationship between type of 
hospital and days of training within groups (fi).  To answer your 
original question "how should I decide which one I should be using" the 
likelihood ratio test at the bottom indicates that the panel estimator 
is significantly different from the pooled estimator.  The question is 
do you want within-group effects or average effects?  If you do want 
average effects, you may want to use -xtnbreg, pa vce(robust)-  rather 
than -nbreg, vce(cluster fi)-.  The pa model assumes an exchangeable 
correlation structure which may be more appropriate.


On 12/15/2010 11:12 AM, Dalhia wrote:
> oops sorry. don't know what I was thinking. Thanks Mary for the correction.
>
> Here are the results for xtnbreg that don't make sense. Basically, I have panel data on hospitals (private, public, and associates), and looking at the averages of the number of training days for each hospital type, I can see that private hospitals have lower number of training days compared to public hospitals. Associate hospitals fall in the mid-range. However, when I run this model using xtnbreg (with random effects), I get a funny result. It looks like public and associates have lower rate of training days in a year compared to private. Am I interpreting the coefficients wrong or is there something else going on? (output attached below).
>
> When I run it using nbreg I get the opposite result (the result I was expecting - public and associates are have greater rate of training per year compared to private).
>
> Thanks for your help.
> Dalhia
>
> . xtnbreg train asso pub if train<12000, re irr
> note: you are responsible for interpretation of non-count dep. variable
>
> Fitting negative binomial (constant dispersion) model:
>
> Iteration 0:   log likelihood = -1341968.9
> Iteration 1:   log likelihood = -1341967.5
> Iteration 2:   log likelihood = -1341967.5
>
> Iteration 0:   log likelihood = -504693.72
> Iteration 1:   log likelihood = -35614.007
> Iteration 2:   log likelihood =  -35604.55
> Iteration 3:   log likelihood = -35604.545
> Iteration 4:   log likelihood = -35604.545
>
> Iteration 0:   log likelihood = -35604.545
> Iteration 1:   log likelihood = -35595.175
> Iteration 2:   log likelihood = -35595.145
> Iteration 3:   log likelihood = -35595.145
>
> Fitting full model:
>
> Iteration 0:   log likelihood = -81145.913
> Iteration 1:   log likelihood = -49940.372  (not concave)
> Iteration 2:   log likelihood = -42786.562  (not concave)
> Iteration 3:   log likelihood = -35793.307
> Iteration 4:   log likelihood =  -33256.88
> Iteration 5:   log likelihood = -33190.785
> Iteration 6:   log likelihood = -33150.666
> Iteration 7:   log likelihood = -33150.622
> Iteration 8:   log likelihood = -33150.622
>
> Random-effects negative binomial regression     Number of obs      =      7522
> Group variable: fi                              Number of groups   =      1873
>
> Random effects u_i ~ Beta                       Obs per group: min =         1
>                                                                 avg =       4.0
>                                                                 max =         5
>
>                                                  Wald chi2(2)       =      7.29
> Log likelihood  = -33150.622                    Prob>  chi2        =    0.0261
>
> ------------------------------------------------------------------------------
>         train |        IRR   Std. Err.      z    P>|z|     [95% Conf. Interval]
> -------------+----------------------------------------------------------------
>          asso |   .8803461   .0551126    -2.04   0.042     .7786914    .9952712
>           pub |   .9029852   .0380889    -2.42   0.016     .8313349    .9808108
> -------------+----------------------------------------------------------------
>         /ln_r |  -.8268984   .0334362                     -.8924322   -.7613647
>         /ln_s |   .7346747   .0714634                      .5946091    .8747404
> -------------+----------------------------------------------------------------
>             r |   .4374038   .0146251                      .4096582    .4670286
>             s |   2.084804   .1489872                      1.812322    2.398253
> ------------------------------------------------------------------------------
> Likelihood-ratio test vs. pooled: chibar2(01) =  4889.04 Prob>=chibar2 = 0.000
>
> .

--
Mary Ellen Mackesy-Amiti, Ph.D.
Research Assistant Professor
Community Outreach Intervention Projects (COIP)
School of Public Health m/c 923
Division of Epidemiology and Biostatistics
University of Illinois at Chicago
ph. 312-355-4892
fax: 312-996-1450

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