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st: testing for overdispersion in panel count data models


From   "Scott Imberman" <Imberman@econ.bsos.umd.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: testing for overdispersion in panel count data models
Date   Wed, 02 Aug 2006 10:42:08 -0400

Dear All,
 
I am trying to run a count data model on individual level panel data. 
I was wondering if there is any way to test whether i have
overdispersion, in which case i would use xtnbreg, fe whereas otherwise
i would use xtpoisson, fe.  I know that there is not one built into
stata, thus i was wondering if there is a user-written program that does
it or if there is some manual way to do it (i.e. through an lr test of
the poisson vs. nbreg models?)
 
Also, I know that this has been addressed in the archives, but not
recently.  Thus, I was wonderng if anyone is aware of any user-written
programs that add a robust standard error ability to xtpoisson and
xtnbreg?  Thanks.
 
 
Scott
 
-------------------------------------------------------------------
Scott Andrew Imberman
Ph.D. Candidate in Economics
University of Maryland
 
3105 Tydings Hall
College Park, MD 20742
Voice: (301) 405-3493
Fax: (301) 405-3542
 
imberman@econ.umd.edu 

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