[R] negative binomial family glm R and STATA

From: Mikis Stasinopoulos <d.stasinopoulos_at_londonmet.ac.uk>
Date: Sun 07 Jan 2007 - 23:14:05 GMT

Dear Patrick

Try the package gamlss which allow to fit the negative binomial distrbution. For example with your data I am getting

ga1<-gamlss(nbcas~.,data=zonesdb4,family=NBI) GAMLSS-RS iteration 1: Global Deviance = 817.9027 GAMLSS-RS iteration 2: Global Deviance = 817.9025  ga1

Family: c("NBI", "Negative Binomial type I") Fitting method: RS()

Call: gamlss(formula = nbcas ~ ., family = NBI, data = zonesdb4)

Mu Coefficients:

 (Intercept)           pop          Area    V_100kHab1        gares1 
   3.204e+00     1.114e-05     1.354e-05     9.144e-01     7.946e-01 
      ports1  axe_routier1  axe_routier2         lacs1 
  -1.730e+00     1.989e-01            NA     3.042e+00 
Sigma Coefficients:


 Degrees of Freedom for the fit: 9 Residual Deg. of Freedom 83

Global Deviance:     817.902
            AIC:     835.902
            SBC:     858.599

Note that the AIC: 835.902 is similar to your fitted model using glm.nb which is AIC: 836.2.

The coefficients are not identical but this is not suprissing when you are using x-variables with extreme values as pop and Area. The profile function for sigma can be found using

prof.dev(ga1,"sigma", min=7, max=16, step=0.1, type="l")

Your discrepancy with STATA come from the fact that in STATA you are fitting the model with sigma fixed to 1. You can see that by fitting the same model in GAMLSS.

> ga2<-gamlss(nbcas~.,data=zonesdb4,family=NBI, sigma.fix=T,
GAMLSS-RS iteration 1: Global Deviance = 1194.299 GAMLSS-RS iteration 2: Global Deviance = 1194.298

This is similar to the log likelihod you are getting in STATA. i.e. -2*-597.14778= 1194.296.

You can also use the stepGAIC() function to simplify your model. For example


will result to a model with only pop and lacs in the mdel.

Note also the the Negative binomial type II fits better to you data.

> ga3<-gamlss(nbcas~.,data=zonesdb4,family=NBII)
GAMLSS-RS iteration 1: Global Deviance = 804.5682 ...
GAMLSS-RS iteration 10: Global Deviance = 804.4995



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