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Re: st: xtnbreg - robusteness check and model relevance
From
Mário Marques <[email protected]>
To
[email protected]
Subject
Re: st: xtnbreg - robusteness check and model relevance
Date
Fri, 18 Jan 2013 10:16:07 +0000
Dear Verkulien,
Thank you for your advising lr test, I have performed that,as also
Andre suggested, and it works.
Regarding the observations dropped because zero outcomes, it was not a
huge concern however it represents about 30% of country-pairs. If I
perform xtnbreg, re, an excerpt of the output is as follows. Do you
think it is plausible and convincing use a random effects instead?
I take the oportunity to ask you whether there is any way, under
xtnbreg, fe,re model, to obtain clustered/robust standard errors?
I would appreciate for any help. Thansk you.
Mário
-------------excerpt of the outcome ---------------
Random-effects negative binomial regression Number of obs = 11520
Group variable: country_pairs Number of groups = 1152
Wald chi2(17) = 947.69
Log likelihood = -16324.972 Prob > chi2 = 0.0000
nsubs Coef. Std. Err. z P>z [95% Conf. Interval]
x1 .4681317 .1032329 4.53 0.000 .265799 .6704644
x2 -.7630913 .2701788 -2.82 0.005 -1.292632 -.2335507
x3 .2865468 .0253246 11.31 0.000 .2369114 .3361822
x4 .7518349 .4471756 1.68 0.093 -.1246132 1.628283
x5 .0285722 .0385551 0.74 0.459 -.0469944 .1041388
x6 -1.452807 .3164543 -4.59 0.000 -2.073045 -.8325676
x7 -.0026751 .0027837 -0.96 0.337 -.0081312 .0027809
x8 -.3470533 .1021445 -3.40 0.001 -.5472528 -.1468537
year1...
year2...
cons -1.704515 1.053902 -1.62 0.106 -3.770125 .3610946
/ln_r .1649259 .0564414 .0543028 .275549
/ln_s -1.255421 .0451007 -1.343817 -1.167026
r 1.179306 .0665617 1.055804 1.317254
s .2849558 .0128517 .2608481 .3112914
----------------end of the excerpt-----------------
2013/1/18 JVerkuilen (Gmail) <[email protected]>:
> On Thu, Jan 17, 2013 at 1:18 PM, Mário Marques <[email protected]> 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
> [email protected]
>
> http://lesswrong.com/
>
> "Everybody loves progress but nobody likes change." ---Fortune cookie, 1/13/13.
>
> *
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--
Mário Marques
University of Minho
School of Economics and Management
Campus de Gualtar
4710-057 Braga
Portugal
Tel: +351 253 604100 (ext. 5589)
Email: [email protected]
*
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