{smcl}
{hline}
help for {hi:nbstrat} {right:(Joseph Hilbe; R. Martinez-Espineira)}
{hline}
{title:Negative Binomial with Endogenous Stratification}
{p 8 13 2}{cmd:nbstrat}{space 2}{it:depvar} [{it:varlist}]
[{cmd:if} {it:exp}] [{cmd:in} {it:range}] [, {cmdab:off:set(}{it:varname}{cmd:)}
{cmdab:exp:osure(}{it:varname}{cmd:)} {cmdab:cl:uster(}{it:varname}{cmd:)}
{cmdab:l:evel(}{it:#}{cmd:)} {cmdab:from:(}{it:asis}{cmd:)} {cmdab:ir:r} {cmdab:rob:ust}
{cmd:nolog} {it:maximize_options} {it:survey_options}]
{p 4 4 2}
{cmd:aweight}s, {cmd:fweight}s, {cmd:iweight}s, and {cmd:pweight}s are
allowed; see help {help weights}.
{p 4 4 2}
{cmd:nbstrat} provides access to all {it:maximize} options; see help {help maximize}.
{p 4 4 2}
{cmd:nbstrat} provides access to all {it:survey} options; see help {help svy}.
{title:Description}
{p 4 4 2}{cmd:nbstrat} fits a maximum-likelihood negative binomial with endogenous stratification
regression model of {it:depvar} on {it:indepvars}, where {it:depvar} is a non-negative count variable > 0.
{p 4 4 2}{cmd:nbstrat} acccepts all of the {it:help maximize} options, the {it:constraint()}
option, and all survey options and capabilities documented in {cmd:[SVY]}; including
multi-level surveys; poststratification; and BRR, jackknife, and linearization VCE estimators.
{p 4 4 2}This program uses {cmd:ml lf} method.
{title:Options}
{dlgtab:Model}
{phang}
{opth offset(varname)} specifies a {it:varname} in model with coefficient constrained to 1.
{phang}
{opth exposure(varname)} specifies a {it:ln(varname)} in model with coefficient constrained to 1.
{phang}
{opth constraints(constraints)} apply specified linear constraints.
{dlgtab:SE/Robust}
{phang}
{opth cluster(varname)}
{p 4 8 2}
{cmd:robust} specifies that the Huber/White/sandwich estimator of
variance is to be used in place of the traditional calculation. {cmd:robust}
combined with {cmd:cluster}{cmd:(}{cmd:)} allows observations which are not
independent within cluster (although they must be independent between
clusters). If you specify {cmd:pweight}s, {cmd:robust} is implied.
{phang}
{opth vce(options)} allowed. {cmd:vce}{cmd:(}{cmd:)} supports {it:robust}, {it:opg}, and {it:native}.
{cmd:vce} does not support options {it:bootstrap} or {it:jacknife}, However, {cmd:nbstrat} does support
the {cmd:bootstrap} and {cmd:jacknife} commands, so these modeling capabilities are allowed.
{dlgtab:Reporting}
{p 4 8 2}{cmd:level(}{it:#}{cmd:)} specifies the confidence level, in percent,
for confidence intervals of the coefficients; see help {help level}.
{p 4 8 2}
{cmd:nolog} suppresses the iteration log.
{dlgtab:max options}
{phang}
{p 4 8 2}
{it:maximize_options}: technique(algorithm_spec), [no]log, trace, hessian, gradient, showstep,
shownrtolerance, difficult, iterate(#), tolerance(#), ltolerance(#), gtolerance(#), nrtolerance(#),
nonrtolerance, from(init_specs); see {help maximize}.
{dlgtab:svy options}
{phang}
{it:survey_options} are all available. See help {help svy}
{title:Co-Author and support}
{phang}
{cmd: Joseph Hilbe},
{cmd: Arizona State University}:
{cmd: jhilbe@aol.com}
{title:Remarks}
{pstd}
{cmd:nbstrat} is a user authored program. Support is by author. {cmd:nbstrat}
was developed by {cmd:Joseph Hilbe}. {cmd:Roberto Martinez-Espineira}, Dept. of Economics,
St. Francis Xavier Univ, Antigonish, Nova Scotia, Canada, provided the likelihood for the
model as well as the remarks found below. Both are working together on research involving
this model.
{pstd}
{cmd:nbstrat} simultaneously accommodates three features of on-site samples dealing with count
data: overdispersion relative to the Poisson; truncation at zero, and endogenous stratification
due to oversampling of frequent users of the site. Endogenous stratification occurs when the
likelihood of sampling observations is dependent on a choice made by the subject of study which
is in itself the dependent variable. For example, in recreational demand analysis, if an on-site
survey is conducted, one is more likely to interview subjects who visit the site more times per
week and ask how many times they visit, hence the endogeneity. Also patients who visit the doctor
more frequently are also more likely to be sampled if the survey is conducted at the clinic, etc.
Note: if the data are equidispersed but still truncated and endogenously stratified this model is
equivalent to running poisson depvar-1 [varlist].
{pstd}
{cmd:nbstrat} requires a nonnegative count response, or any positive real number. If the response
has a value of zero, the algorithm will display an error message.
{title:Examples}
{phang}{cmd:. nbstrat los hmo white type2 type3, nolog irr}
{phang}{cmd:. nbstrat los hmo white type2 type3, nolog exposure(pop) cluster(state)}
{phang}{cmd:. bootstrap: nbstrat los hmo white type2 type3, nolog irr}
{title:Also see}
{psee}
Reference: {bf: Shaw, D. (1988), On-Site Samples' Regression, J Econometrics 37, 211-223.}
{psee}
Reference: {bf: Englin, J. and J. Shonkwiler (1995a). Estimating social welfare using count data models: An application under conditions of endogenous stratification and truncation. Review of Economics and Statistics 77, 104-112.}
{psee}
Online: {helpb help} {helpb nbreg}