Count data - Negative Binomial regression (QML)

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thesis
Posts: 19
Joined: Mon May 09, 2011 8:32 am

Count data - Negative Binomial regression (QML)

Postby thesis » Tue Jul 12, 2011 2:25 am

Hi!

Since my count data is overdispersed I used the negative binomial regression method.( With a GLM estimator) For a robustness check I want to split my data in 2 parts and run the regression again, however in that case, 36 observations are included, is this sample large enough for negative binomial regression or do I need to use another method and if so what method?

Thank you!

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Count data - Negative Binomial regression (QML)

Postby EViews Glenn » Tue Jul 12, 2011 9:41 am

What is large enough is a question that doesn't have a single answer, but 36 obs is probably pretty small...

thesis
Posts: 19
Joined: Mon May 09, 2011 8:32 am

Re: Count data - Negative Binomial regression (QML)

Postby thesis » Tue Jul 12, 2011 11:28 am

Ok, thanks. Is another method more suitable?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Count data - Negative Binomial regression (QML)

Postby EViews Glenn » Thu Jul 14, 2011 4:07 pm

That's a very general question for which I don't think there is a right answer. Perhaps others would care to join in.


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