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st: vce(boot) - clustering?


From   Scott Cunningham <scunning@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: vce(boot) - clustering?
Date   Tue, 11 Apr 2006 08:24:47 -0400

I'm estimating a Poisson with fixed effects model using -xtpoisson-. To correct for overdispersion, I am using -vce(boot)- to bootstrap the standard errors. Where can I find a description of the algebra used for -vce(boot)- when attached to the -xtpoisson- command? I tried -help vce(boot)- and -help xtpoisson- but didn't see anything. Also, am I correct that -xi: xtpoisson depvar indepvar, fe i(id) vce (boot)- will create robust and clustered standard errors?

scott
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