------------------------------------------------------------------------------- help forcensornb(Joseph Hilbe) -------------------------------------------------------------------------------

Censored negative binomial regression

censornbdepvar[varlist] [ifexp] [inrange],censor(varname)[offset(varname)exposure(varname)cluster(varname)level(#)from(asis)irrrobustnologmaximize_optionssurvey_options]Note: the option

censormust be included in the command. A censor variable must use the following numbers to indicate the type of censoring: 1 =not censored, 0 =left censored, -1 =right censored.

aweights,fweights,iweights, andpweights are allowed; see help weights.

censornbprovides access to allmaximizeoptions; see help maximize.

censornbprovides access to allsurveyoptions; see help svy.

Description

censornbfits a maximum likelihood censored negative binomial regression ofdepvaronindepvars, wheredepvaris a non-negative count variable. The censor option is required. If no observations are censored, a censor variable with all 1's must be specified. Interpret parameter estimates as one wouldnbreg.censornbis parameterized as a survival model, not as the econometric parameterization found in Greene, Cameron & Trivedi, and elsewhere, although results are similar.

censornbacccepts all of thehelp maximizeoptions, theconstraint()option, and all survey options and capabilities documented in[SVY]; including multi-level surveys; poststratification; and BRR, jackknife, and linearization VCE estimators.This program uses

ml lfmethod.

Options+-------+ ----+ Model +------------------------------------------------------------

censor(cenvar)is required. Values of 1 indicate a non-censored, 0 a left censored, and -1 a right censored observation.

offset(varname)specifies avarnamein model with coefficient constrained to 1.

exposure(varname)specifies aln(varname)in model with coefficient constrained to 1.

constraints(constraints)apply specified linear constraints.

+-----------+ ----+ SE/Robust +--------------------------------------------------------

cluster(varname)

robustspecifies that the Huber/White/sandwich estimator of variance is to be used in place of the traditional calculation.robustcombined withcluster()allows observations which are not independent within cluster (although they must be independent between clusters). If you specifypweights,robustis implied.

vce(options)allowed.vce()supportsrobust,opg, andnative.vcedoes not support optionsbootstraporjacknife, However,censornbdoes support thebootstrapandjacknifecommands, so these modeling capabilities are allowed.

+-----------+ ----+ Reporting +--------------------------------------------------------

level(#)specifies the confidence level, in percent, for confidence intervals of the coefficients; see help level.

nologsuppresses the iteration log.

+-------------+ ----+ max options +------------------------------------------------------

maximize_options: technique(algorithm_spec), [no]log, trace, hessian, gradient, showstep, shownrtolerance, difficult, iterate(#), tolerance(#), ltolerance(#), gtolerance(#), nrtolerance(#), nonrtolerance, from(init_specs); see maximize.

+-------------+ ----+ svy options +------------------------------------------------------

survey_optionsare all available. See help svy

Author and support

Joseph Hilbe,Arizona State University:jhilbe@aol.com

Remarks

censornbis a user authored program. Support is by author. SeeHilbe,Negative Binomial Regression, Cambridge Univ. Press, for discussion. Related information can also be obtained at[R] nbreg.

Examples

. censornb time hmo age, censor(cenvcar) nolog irr

. censornb time hmo age, censor(cenvar) nolog cluster(provnum)

. bootstrap: censornb deaths smokes a2-a5, censor(cenvar)exposure(pyears) irr nolog

. svyset psuid [pweight=finalwgt], strata(stratid)

. svy: censornb zinc age age2 weight female black orace rural, censor(cv)nolog irr

Also seeManual:

[R] Negative binomial regression;[SVY] Svy: negative binomialOnline:

helpcensornbnbreg