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Re: st: Test between NB1 and NB2 in Stata 10.1
From
Muhammad Anees <[email protected]>
To
[email protected]
Subject
Re: st: Test between NB1 and NB2 in Stata 10.1
Date
Thu, 19 Jan 2012 14:46:05 +0500
Answers to these well given in, Negative Binomial Regression by J.
Hilbe, and J. Hardin, Cambridge University Publications. For more
information you can consult Hilbe's website at
http://works.bepress.com/joseph_hilbe/
On Thu, Jan 19, 2012 at 2:42 PM, Petra Nieken <[email protected]> wrote:
> Dear Stata List Users,
>
> I use Stata/SE 10.1 and I am estimating a negative binomial regression. I am
> now looking for a way to test if I should use a NB1 specification
> (dispersion constant) or a NB2 specification (dispersion mean). In the
> literature I found that I could use a Vuong test but I only found the Vuong
> test for zero-inflated or zero-truncated negbin models. To calculate it by
> hand I need the predicted probabilities. However, “predict test,
> pr(dependent_variable)” does not work in Stata 10.1. This option is not
> allowed after nbreg.
> Does anyone know how to solve this problem?
>
> Thanks for your consideration.
>
> Kind regards,
>
> Petra Nieken
>
>
> Dr. Petra Nieken
> Universität Bonn
> Institut für Gesellschafts- und Wirtschaftswissenschaften
> Betriebswirtschaftliche Abteilung II
> Lehrstuhl für Personal- und Organisationsökonomie
> Adenauerallee 24-42
> 53113 Bonn
> Tel: 0228-739213
> Fax: 0228-739210
>
>
>
> *
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--
Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com
*
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