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CENSORNB: Stata module to estimate censored negative binomial regression as survival model

Joseph Michael Hilbe

Statistical Software Components from Boston College Department of Economics

Abstract: censornb fits a maximum likelihood censored negative binomial regression of depvar on indepvars, where depvar is a non-negative count variable. The censor option is required. If no observations are censored, a censor variable with all 1's must be specified. Interpret parameter estimates as one would nbreg. censornb is parameterized as a survival model, not as the econometric parameterization found in Greene, Cameron & Trivedi, and elsewhere, although results are similar.

Language: Stata
Requires: Stata version 9.1
Keywords: censoring; negative binomial regression; survival (search for similar items in EconPapers)
Date: Written 2005-12-02
Note: This module may be installed from within Stata by typing "ssc install censornb". Windows users should not attempt to download these files with a web browser.

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/c/censornb.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cenegbinll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/censornb.hlp help file (text/plain)

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Page updated 2008-10-12
Handle: RePEc:boc:bocode:s456508