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MCMC with negative binomial distribution

Posted: Wed Jan 11, 2012 10:09 am
by Jacqueline
Dear runmlwin users,

I am trying to analyse count data using a negative binomial distribution with a log link function. I have chosen a negative binomial distribution because the data exhibit overdispersion. As recommended for discrete response models, I am estimating the model with MCMC. When I run this specification for a relatively simple null model with two levels, I receive the message 'assertion is false'. However, the model runs fine when I estimate it using IGLS or if I change the distribution to Poisson. Could this message mean that a negative binomial distribution is not appropriate for the data?

As always, any help would be greatly appreciated!

Many thanks,

Jacqueline

Re: MCMC with negative binomial distribution

Posted: Wed Jan 11, 2012 11:52 am
by ChrisCharlton
The negative binomial distribution is currently not implemented in MLwiN when using MCMC estimation. We will try to provide a better error message to indicate this in a later release of runmlwin.

Re: MCMC with negative binomial distribution

Posted: Wed Jan 11, 2012 2:56 pm
by Jacqueline
Hi Chris,

Thank you very much for your response.

Kind regards,

Jacqueline