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st: RE: poisson - bootstrapping or clustering?


From   "Carter Rees" <carterrees@gmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: poisson - bootstrapping or clustering?
Date   Tue, 12 Sep 2006 08:20:16 -0400

I missed the previous post you are referring to but why not use -xtnbreg- if
you know you have overdispersion in your data?

Carter Rees
School of Criminal Justice
University at Albany, SUNY
carterrees@gmail.com


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Scott Cunningham
Sent: Tuesday, September 12, 2006 8:13 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: poisson - bootstrapping or clustering?

I'm estimating a model of sexual partners using -xtpoisson- and - 
poisson-.  The data suffers from overdispersion, and so I'm trying to  
correct for that using bootstrapping within -xtpoisson-.  But as I  
posted the other day, I'm having trouble recovering the marginal  
effects in post-estimation.  I have a memory of someone telling me  
that the cluster() option within -poisson- can correct for  
overdispersion.  Does anyone with experience in count data have  
recommendations?  This is micro-level data from the National  
Longitudinal Survey of Youth (1997).  The problem with -mfx, dydx-  
appears to be that bootstrapping within -xtpoisson- had numerous  
failures in calculating the standard errors.  That's at least what I  
think is going wrong.
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