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| From | "JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | Re: Re: st: Hausman test after xtnbreg and alternatives? |
| Date | Tue, 12 Feb 2013 09:28:54 -0500 |
On Tue, Feb 12, 2013 at 9:05 AM, Christopher Baum <kit.baum@bc.edu> wrote: > <> > Note that in xtnbreg, the fixed vs random effect does not enter the 'xb' part of the model, as it does in linear > regression, but refers to the overdispersion parameter varying across panel units. I thought there were two sources, negative binomial overdispersion and the usual panel structure inside the link that would be a random or fixed intercept shift analogous to the term in, say, xtpoisson? From checking the manual I see that you're 100% correct. You learn something every day.... Whether there is any way of testing the additional > overidentifying restrictions a la -xtoverid- is not clear to me. I'd suggest AIC or something like that but I'm really not convinced those are comparable at all. I have to say probably the best thing is to focus on the component one wants to study and run two parallel analyses, hoping that the conclusions are essentially invariant. Basically this is a sensitivity to assumptions analysis. It's not ideal, but it works. * * 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/