Advanced Search
MyIDEAS: Login

HCNBREG: Stata module to estimate Heterogeneous Canonical Negative Binomial Regression


Author Info

  • Joseph Hilbe



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

If you experience problems downloading a file, check if you have the proper application to view it first. 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.
File URL:
File Function: program code
Download Restriction: no

File URL:
File Function: help file
Download Restriction: no

File URL:
File Function: program code
Download Restriction: no

Bibliographic Info

Software component provided by Boston College Department of Economics in its series Statistical Software Components with number S456870.

as in new window
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 should 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
Web page:
More information through EDIRC

Order Information:

Related research

Keywords: negative binomial regression; Poisson; gamma; count data;


This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


Access and download statistics


When requesting a correction, please mention this item's handle: RePEc:boc:bocode:s456870. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.