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2010 Nov 24
0
negative binomial regression, unbalanced panel
...sion, i.e. assuming constant within-group dispersion. The command in Stata is xtnbreg, fe. How could I replicate this in R? I have found the package pglm, and tried the following pglm(T_total ~ Lgdpqt_2 + Lgdpqt_3 + Lgdpqt_4 + lpop + yrsconflict + past_T_total + Lpolcat_2 + Lpolcat_3 + Lpolcat_4 + Lgdpgr + mob_fixed + wdi_urbanpop + Lopen + Ldurable + factor(year), data = df, family = negbin, model = "within", index = c("code","year"))) This takes ages, and then returns the following Maximum Likelihood estimation Newton-Raphson maximisati...