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Re: st: -intgph nbreg- drops interaction variables


From   Müller Barbara <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: -intgph nbreg- drops interaction variables
Date   Mon, 14 Mar 2011 16:13:45 +0000

Dear Nick
Thanks for your answer. Yes, my question is a proxy for another one involving my own data. I just replicated the error with the sample data so it would be possible for other users to replicate it. I'm not trying to compare the models, I used the -intgph- with the -poisson- model to check whether something was wrong with my command. 
Are you implying that I need to tell Stata that my dependent is a count variable? How would I do that?

Thanks for your advise.
Barbara




-tenure- is a measured variable and while that does not rule out
modelling with -poisson- it does seem to make application of -nbreg-
strange at best and nonsensical at worst.

That aside, I read your message as implying that one model is a poor
match for the data you throw at it and another a rather better one.
That would not seem to imply any problem with either -nbreg- or
-intgph-.

Is this question a proxy for another one involving your own data?

Nick

2011/3/14 Müller  Barbara <[email protected]>:

> When I use the -intgph- command (from SSC-Archives) with a -nbreg- model, I get the message that my interaction variables were dropped. The analysis can be reproduced with the nlsw88 example Stata-dataset. This is the code I used:
> webuse nlsw88
> intgph nbreg tenure, ivars (age south)
>
> It returns this error message:
> ageXsouth  has been dropped by nbreg
> ageXsouth is the product of the interaction vars
> r(499);
>
> If I use the same command with a -poisson- model, the model runs fine:
> intgph poisson tenure, ivars (age south)
>
> My Stata version and ado-files are up to date.


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