Hi,

I am working with time series count data. I use Newey-West SEs and therefore need to use the glm command to estimate the negative binomial regression. Specifically, the command I use is glm ..., family(nbinom ml) vce(hac nwest 7).

Just by looking at the distribution of the dependent variable, you can tell that it clearly exhibits overdispersion. This is further supported by the likehood ratio test restricting the overdispersion parameter 𝛼 = 0 that you get from the standard nbreg command.

However, I cannot seem to find the equivalent test for the negative binomial regression estimated using glm. Any ideas on how to find this?

Regards,

I am working with time series count data. I use Newey-West SEs and therefore need to use the glm command to estimate the negative binomial regression. Specifically, the command I use is glm ..., family(nbinom ml) vce(hac nwest 7).

Just by looking at the distribution of the dependent variable, you can tell that it clearly exhibits overdispersion. This is further supported by the likehood ratio test restricting the overdispersion parameter 𝛼 = 0 that you get from the standard nbreg command.

However, I cannot seem to find the equivalent test for the negative binomial regression estimated using glm. Any ideas on how to find this?

Regards,

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