Comparing Negative Binomial Regression in Stata and R. Constants differ?
Prof Brian Ripley <ripley at stats.ox.ac.uk> writes:
report. In the Stata output, they report alpha, same as 1/theta from the R glm.nb output. Except for minor differences in standard errors, only the intercept estimates markedly differ.
What are the variable codings used? Intercepts depend on coding of factors, and that applies to any sort of regression.
..and the fact that the difference between the two intercepts equals the gender effect quite strongly suggests that Stata has gender coded 1 for females and 2 for males.
O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907