In nbreg or zinb, the estimate of lnalpha can be so large and negative that Stata does not return an estimate for alpha. Instead, a missing value (.) is returned.  The formula for calculating the predicted probabilities in these models includes alpha, and so these probabilities cannot be computed if no value for alpha is returned. In these situations, you may wish to consider estimating the model with poisson or zip instead. (4/2/01)