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st: xtnbreg, fe does not converge when xtpoisson does
From
Anastasiya Zavyalova <[email protected]>
To
[email protected]
Subject
st: xtnbreg, fe does not converge when xtpoisson does
Date
Tue, 21 Aug 2012 13:08:00 -0500
I have a dependent count variable. The range is
from 0 to 800,000. When I run an xtpoisson with fixed effects it runs
well and, in fact, all my coefficients are highly signifiant.
However, when I run an xtnbreg with a fixed-effects option (turns out
the variable is over-dispersed), I receive the following error
message: "discontinuous region encountered; cannot compute an
improvement; r(430);" What could be the reason? Thank you.
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