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st: Fixed Effects Poisson Model with Unstructured Correlation Matrix


From   "ippab ippab" <ippab.statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed Effects Poisson Model with Unstructured Correlation Matrix
Date   Fri, 25 Apr 2008 12:37:50 -0400

Hi Statalisters,

I have an unbalanced panel data set with 1150 panels (groups) and the
dependent variable is a count.  I am estimating a fixed effect model
with "xtpoisson, fe" command.  I am wondering if there is any way to
specify the structure of the correlation matrix.  In particular, I am
interested in estimating the model with "unstructured" correlation
matrix.

Relatedly, I would really appreciate if you can tell me how to do
fixed effect models with xtgee.  Is there a way to create the fixed
effect dummies in xtgee command?  I suppose I can specify a structure
in xtgee.  Then, I am worried whether or not the unconditional fixed
effects model would provide me drastically different estimates than
the conditional fixed effect model (xtpoisson, fe).  I would
appreciate your insights on this issue.

Thanks a lot!

Best regards,

ippab
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