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BUG: NegativeBinomial, llnul is always default 'nb2' #1608

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josef-pkt opened this issue Apr 19, 2014 · 4 comments

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commented Apr 19, 2014

see #1093 to get a general solution
and #1221 missing exposure, related bug

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commented Apr 19, 2014

"strange"

all three NegativeBinomial versions have the same llnull in the test results RandHIE.
???
are these "regression" tests, only 'nb2' has a comment # Stata

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commented Apr 19, 2014

Stata reports different llnull for nb1 and nb2, and it depends on exposure.

@josef-pkt josef-pkt added the prio-high label Apr 19, 2014

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commented Apr 19, 2014

correction to Stata:
If there is no exposure or offset, then llnull is the same for nb1 and nb2
If there is an exposure, then llnull differs between nb1 and nb2

likely explanation: Stata has nb1 as dispersion(constant) and nb2 as dispersion(mean)
If there is no exposure or offset, then the estimated mean is constant int he case of constant-only exog.

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commented Apr 21, 2014

fixed in #1610 for keywords in llnull,
note: without exposure this affected only NegativeBinomial geometric

exposure and offset for negbin will be added in PR #1612
with only one test case: nb2 with exposure and cluster robust standard standard errors
will automatically have correct llnull

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