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st: RE: two way random effects negbin model in stata
From
"Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: RE: two way random effects negbin model in stata
Date
Fri, 13 Jan 2012 12:32:14 -0600
Petra - I'm not sure what you mean by "two-way random effects model". In your example, home/away is clearly a fixed effect. Do you mean having random effects for the teams? If so, they could possibly interact with home/away to produce crossed random effects. Is this what you are referring to?
Al Feiveson
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of Petra Nieken
Sent: Friday, January 13, 2012 6:24 AM
To: [email protected]
Subject: st: two way random effects negbin model in stata
Dear Statalist users,
I work with Stata/SE 11.0 and I am looking for a two-way random effects
negbin model. I
am investigating a sports data set with a dependent count variable with
overdispersion. I,
therefore, use a negbin-model and have to control for the influence of
the home team and
the road team. At the moment I'm using dummy variables for the home and
the road
teams to mimic a two-way fixed effects model. Is there a way to estimate
a two-way
random effects negbin specification? Besides the question how to
estimate this kind of model
with Stata I'm not even sure that such a model specification even exists
in theory?
Thanks for your consideration.
Kind regards,
Petra Nieken
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