The canonical parameterization of the negative binomial derives directly from the exponential form of the negative binomial probability distribution function. Unlike the NB-2 and NB-1 parameterizations, it is not derived as a Poisson-gamma mixture model, and has the heterogeneity or ancillary parameter as a term in the mean and variance functions. However, the canonical negative binomial can be used effectively to model count response data. The Heterogeneous Canonical Negative Binomial command is similar to Stata's gnbreg command, allowing the ancillary parameter to itself be parameterized. The value of this option is that one may better understand which predictors influence model heterogeneity. That is, it assists in identifying the source of correlation in the data. The command also displays both the AIC and Deviance statistics to aid in model comparison and provides use of Stata's maximum likelihood and survey options.
Download Info
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page. Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
S456870.
Size: Programming language: Stata Requires: Stata version 9.1 Date of creation: 08 Sep 2007 Date of revision:
24 Feb 2009 Handle: RePEc:boc:bocode:s456870
Note: This module may be installed from within Stata by typing "ssc install hcnbreg". 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