I'm running a negative binomial regression. I found big differences in the results* if I compute with the glm...family(nbinomial 1) (for Stata) compared with negbin(MLE) glm….family(nbinomial ml) (for Stata) command.
What is the difference between computing with ML** and with one? And how to decide which one to chose? Just chose according to the AIC and BIC values?
*The results showed big differences in the significance and standard error level.
** Stata state's that the "Negative binomial parameter estimated via ML and treated as fixed once estimated". It seems that the parameters are estimated via Maximum Likelihood but what does this mean for the other model?