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HCNBREG: Stata module to estimate Heterogeneous Canonical Negative Binomial Regression

Author

Listed:
  • Joseph Hilbe

Programming Language

Stata

Abstract

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.

Suggested Citation

  • Joseph Hilbe, 2007. "HCNBREG: Stata module to estimate Heterogeneous Canonical Negative Binomial Regression," Statistical Software Components S456870, Boston College Department of Economics, revised 24 Feb 2009.
    • Handle: RePEc:boc:bocode:s456870
    Note: This module should be installed from within Stata by typing "ssc install hcnbreg". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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    File URL: http://fmwww.bc.edu/repec/bocode/h/hcnbreg.ado
    File Function: program code
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    File URL: http://fmwww.bc.edu/repec/bocode/h/hcnbreg.hlp
    File Function: help file
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    File URL: http://fmwww.bc.edu/repec/bocode/j/jcnb_ll.ado
    File Function: program code
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