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| From | "JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: st: xtnbreg - robusteness check and model relevance |
| Date | Thu, 17 Jan 2013 19:11:04 -0500 |
On Thu, Jan 17, 2013 at 1:18 PM, Mário Marques <mmarques@eeg.uminho.pt> wrote: > Dear All, > > I have a count data panel (xtnbreg) and I have modelled the number of > new foreign firms on a set of indepvars using country-pairs fixed > effects. > A referee suggested me recently to include year dummies to account for > time trends, the results obtained before and after the inclusion of > these variables are as follows: You can simply use a LR test here by fitting the nested model. However, you might note that there are a bunch of clusters being dropped for being all 0, which happens because you have no variance on the DV and are using a fixed effects estimator. Is this of concern? -- JVVerkuilen, PhD jvverkuilen@gmail.com http://lesswrong.com/ "Everybody loves progress but nobody likes change." ---Fortune cookie, 1/13/13. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/