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NBSTRAT: Stata module to estimate Negative Binomial with Endogenous Stratification

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Author Info

  • Joseph Hilbe

    ()

  • Roberto Martinez-Espineira

    (St. Francis Xavier University, Nova Scotia)

Abstract

nbstrat fits a maximum-likelihood negative binomial with endogenous stratification regression model of depvar on indepvars, where depvar is a nonnegative count variable > 0. lnalpha is parameterized by the predictors entered within its parentheses. gnbstrat simultaneously accommodates three features of on-site samples dealing with count data: overdispersion relative to the Poisson; truncation at zero, and endogenous stratification due to oversampling of frequent users of the site. Endogenous stratification occurs when the likelihood of sampling observations is dependent on a choice made by the subject of study which is in itself the dependent variable. For example, in recreational demand analysis, if an on-site survey is conducted, one is more likely to interview subjects who visit the site more times per week and ask how many times they visit, hence the endogeneity. Also patients who visit the doctor more frequently are also more likely to be sampled if the survey is conducted at the clinic, etc.

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File URL: http://fmwww.bc.edu/repec/bocode/n/nbstrat.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/j/jhnbstr_ll.ado
File Function: program code
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File URL: http://fmwww.bc.edu/repec/bocode/n/nbstrat.hlp
File Function: help file
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Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456414.

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Programming language: Stata
Requires: Stata version 9.1
Date of creation: 17 Oct 2005
Date of revision:
Handle: RePEc:boc:bocode:s456414

Note: This module should be installed from within Stata by typing "ssc install gnbstrat". Windows users should not attempt to download these files with a web browser.
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

Related research

Keywords: stratification; endogeneity; negative binomial; maximum likelihood;

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