HCNBREG: Stata module to estimate Heterogeneous Canonical Negative Binomial Regression

Joseph Hilbe

Statistical Software Components from Boston College Department of Economics

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.

Language: Stata
Requires: Stata version 9.1
Keywords: negative binomial regression; Poisson; gamma; count data (search for similar items in EconPapers)
Date: 2007-09-08, Revised 2009-02-24
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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http://fmwww.bc.edu/repec/bocode/h/hcnbreg.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/h/hcnbreg.hlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/j/jcnb_ll.ado program code (text/plain)

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