Posted by
Student073 on
Jan 26, 2014; 11:50am
URL: http://spssx-discussion.165.s1.nabble.com/Negative-binomial-regression-analysis-Different-results-in-SPSS-and-STATA-tp5724145p5724152.html
Rich, Ryan, thanks you!
These are the results I got. I tested the moderating effect of "moderator" on the relation between IV and DV. Although none of the analyses showed a significant result, I'm still alarmed the results were so different... Even in SPSS, there's a considerable difference in the significance levels if I use the "model-based estimators" compared to the "robust estimation".
What should I do to get the more accurate outcome??? Thanks again!!
STATA
. nbreg DVcount Controlvar1 Controlvar2 IV Moderator IVxModer
Fitting Poisson model:
Iteration 0: log likelihood = -55609.736
Iteration 1: log likelihood = -45032.466 (backed up)
Iteration 2: log likelihood = -27555.08 (backed up)
Iteration 3: log likelihood = -19627.822
Iteration 4: log likelihood = -8845.6562
Iteration 5: log likelihood = -8488.7504
Iteration 6: log likelihood = -8388.2676
Iteration 7: log likelihood = -8388.1451
Iteration 8: log likelihood = -8388.1451
Fitting constant-only model:
Iteration 0: log likelihood = -5506.8228
Iteration 1: log likelihood = -4983.0922
Iteration 2: log likelihood = -3158.2798
Iteration 3: log likelihood = -3157.9536
Iteration 4: log likelihood = -3157.9535
Fitting full model:
Iteration 0: log likelihood = -3078.1447
Iteration 1: log likelihood = -3027.5247
Iteration 2: log likelihood = -3024.3007
Iteration 3: log likelihood = -3024.2785
Iteration 4: log likelihood = -3024.2785
Negative binomial regression Number of obs = 5447
LR chi2(5) = 267.35
Dispersion = mean Prob > chi2 = 0.0000
Log likelihood = -3024.2785 Pseudo R2 = 0.0423
------------------------------------------------------------------------------
DVcount | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
Controlvar1 | .4006587 .1612887 2.48 0.013 .0845387 .7167787
Controlvar2 | .0192326 .0034626 5.55 0.000 .012446 .0260192
IV | .0699464 .0091503 7.64 0.000 .0520122 .0878806
Moderator | .2164698 .0293511 7.38 0.000 .1589428 .2739968
IVxModer | -.0018834 .003332 -0.57 0.572 -.0084139 .0046471
_cons | -1.74222 .1218459 -14.30 0.000 -1.981034 -1.503407
-------------+----------------------------------------------------------------
/lnalpha | 2.803212 .0562555 2.692953 2.913471
-------------+----------------------------------------------------------------
alpha | 16.49756 .9280785 14.77525 18.42063
------------------------------------------------------------------------------
Likelihood-ratio test of alpha=0: chibar2(01) = 1.1e+04 Prob>=chibar2 = 0.000
SPSS
MODEL BASED ESTIMATOR
* Generalized Linear Models.
GENLIN DVcount BY Controlvar1 (ORDER=ASCENDING) WITH Controlvar2 IV Moderator IVxModerator
/MODEL Controlvar1 Controlvar2 IV Moderator IVxModerator INTERCEPT=YES
DISTRIBUTION=NEGBIN(1) LINK=LOG
/CRITERIA METHOD=FISHER(1) SCALE=1 COVB=MODEL MAXITERATIONS=100 MAXSTEPHALVING=5 PCONVERGE=1E-006(ABSOLUTE) SINGULAR=1E-012 ANALYSISTYPE=3(WALD) CILEVEL=95 CITYPE=WALD LIKELIHOOD=FULL
/MISSING CLASSMISSING=EXCLUDE
/PRINT CPS DESCRIPTIVES MODELINFO FIT SUMMARY SOLUTION.
ROBUST ESTIMATION
* Generalized Linear Models.
GENLIN DVcount BY Controlvar1 (ORDER=ASCENDING) WITH Controlvar2 IV Moderator IVxModerator
/MODEL Controlvar1 Controlvar2 IV Moderator IVxModerator INTERCEPT=YES
DISTRIBUTION=NEGBIN(1) LINK=LOG
/CRITERIA METHOD=FISHER(1) SCALE=1 COVB=ROBUST MAXITERATIONS=100 MAXSTEPHALVING=5 PCONVERGE=1E-006(ABSOLUTE) SINGULAR=1E-012 ANALYSISTYPE=3(WALD) CILEVEL=95 CITYPE=WALD LIKELIHOOD=FULL
/MISSING CLASSMISSING=EXCLUDE
/PRINT CPS DESCRIPTIVES MODELINFO FIT SUMMARY SOLUTION.
NBR_SPSS.doc