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Count data - Negative Binomial regression (QML)

Posted: Tue Jul 12, 2011 2:25 am
by thesis
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!

Re: Count data - Negative Binomial regression (QML)

Posted: Tue Jul 12, 2011 9:41 am
by EViews Glenn
What is large enough is a question that doesn't have a single answer, but 36 obs is probably pretty small...

Re: Count data - Negative Binomial regression (QML)

Posted: Tue Jul 12, 2011 11:28 am
by thesis
Ok, thanks. Is another method more suitable?

Re: Count data - Negative Binomial regression (QML)

Posted: Thu Jul 14, 2011 4:07 pm
by EViews Glenn
That's a very general question for which I don't think there is a right answer. Perhaps others would care to join in.