Hello, I am trying to run a negative binomial regression model in R and can't get the standard errors to match the output I get from the Stata nbreg command. I've tried a few different options but haven't had much luck. The closest I've found is:
gamlss(formula, family = NBI, sigma.formula = ~ 1,data=dataframe) ...But this is still a little off most of the time and pretty far off at other times (compared with the Stata output). The glm.nb from the MASS package produces the correct coefficients, but different (usually very different) standard errors. Could anybody explain this and point me in the right direction? I'd really appreciate it. Thank you, Mike Ryckman Department of Political Science University of Arizona ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.