NBSTRAT: Stata module to estimate Negative Binomial with Endogenous Stratification

Joseph Hilbe and Roberto Martinez-Espineira ()

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9.1
Keywords: stratification; endogeneity; negative binomial; maximum likelihood (search for similar items in EconPapers)
Date: 2005-10-17
Note: This module should be installed from within Stata by typing "ssc install gnbstrat". 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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Citations: View citations in EconPapers (3)

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/nbstrat.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/j/jhnbstr_ll.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/n/nbstrat.hlp help file (text/plain)

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