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st: Negative Binomial, lnalpha - standard error missing


From   Andrea Rispoli <[email protected]>
To   [email protected]
Subject   st: Negative Binomial, lnalpha - standard error missing
Date   Sat, 15 Feb 2014 15:24:34 +0000

Dear Statalisters,
I have estimated a negative binomial and a poisson model and I have
the following problems:
1. In the nbreg model the standard error for the lnalpha is not
displayed (a dot is displayed instead). Why is this the case?How
should I interpret it? The estimate of lnalpha is -27.


2. The wald statistic is not reported in the nbreg nor in the poisson
model. I have read on previous posts that this may be due to the
presence of dummy variables in the model.
I have about 700 regressors in the model, most of which are dummy
variables over a sample of about 50000 obs. However these dummy
variables are just controls in my model, while my core independent
variables are not dummy.
My understanding is that I can still rely on the robust standard
errors for the individual parameters (core independent variables) in
the model. Is this the case?


Thank you very much in advance.
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