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Re: st: vce(boot) - clustering?


From   Scott Cunningham <scunning@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: vce(boot) - clustering?
Date   Tue, 11 Apr 2006 12:41:24 -0400

Jeff,

Thanks for the below. I should've done help vce option I see.

As for bootstrapping and overdispersion, am I correct then that vce (boot) is going to control for within group serial correlation via clustering AND overdispersion?

thanks,


scott




The -vce()- option is documented in -[R] vce_option-; type

. help vce option

in Stata to see the corresponding online help.

This will point you to -[R] bootstrap- for the background documentation on
-vce(bootstrap)-.

When -xtpoisson- is called with the -vce(bootstrap)- option, it automatically
clusters on panel. Your original command

xi: xtpoisson depvar indepvar, fe i(id) vce(boot)

will fit an -xtpoisson- model using the bootstrap resampling method for
variance estimation, where the bootstrap samples are composed from resampling
the panels with replacement (as opposed to resampling observations). I'm
assuming you are using the 'i.' operator somewhere in 'indepvar' above;
otherwise, -xi:- in not necessary.

For reproducibility, don't forget to use -set seed- before calling - xtpoisson-
with the -vce(bootstrap)- option.

If you are concerned about overdispersion, there is also -xtnbreg-.

--Jeff
jpitblado@stata.com
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