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Re: st: nbreg with fixed effect vs xtnbreg,fe
From
Richard Williams <[email protected]>
To
[email protected], [email protected]
Subject
Re: st: nbreg with fixed effect vs xtnbreg,fe
Date
Tue, 07 Feb 2012 11:06:19 -0500
At 03:55 PM 2/6/2012, Shikha Sinha wrote:
Hi All,
I am trying to model count data with county fixed effect. It is a
cross-sectional data. I want to know if
xi: nbreg DV IV control i.county
is same as
xtnbreg DV IV control, fe i(county)
I get different results. Please advise what is the best way to model
count data with fixed effect.
I haven't been following this thread, but just as a sidelight Paul
Allison claims that the method used by -xtnbreg- does not produce a
true fixed effects regression model. He proposes an alternative
approach that is much slower but that he claims is correct. See pps.
62-64 of his 2009 Sage Book "Fixed Effects Regression Models." In
fact, if I am reading both you and Allison correctly, I think he
would say to do things the way you are doing it in your first
command, i.e. create a bunch of dummies for county. (But I won't swear to it.)
I'd be interested to hear if StataCorp violently disagrees or has
taken some steps to correct the problem, which Allison first pointed
out in a 2002 paper.
Regardless of whether Allison is right on this particular point, it
is a great book and well worth the $15 or so that it costs.
-------------------------------------------
Richard Williams, Notre Dame Dept of Sociology
OFFICE: (574)631-6668, (574)631-6463
HOME: (574)289-5227
EMAIL: [email protected]
WWW: http://www.nd.edu/~rwilliam
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