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st: Fixed Effects Poisson Regression with Serial Correlation.


From   "ippab ippab" <ippab.statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Fixed Effects Poisson Regression with Serial Correlation.
Date   Mon, 28 Apr 2008 15:43:04 -0400

Dear All,

I have an unbalanced panel data set with 1150 panels (groups) and the
dependent variable is a count.  The number of observations for each
panel varies from 2 to 9.  I would like to allow or consider serial
correlation in the error structure.   Currently, I am estimating a
fixed effect model with "xtpoisson, fe" command.  I am wondering if
there is any way to consider serial correlation.

I sent an email earlier about estimating the model with "unstructured"
correlation matrix.  I would really appreciate if you can tell me how
to estimate "unconditional" fixed effect models in stata.  Is there a
way to create the fixed effect dummies?

I would really appreciate your insights on this issue.

Thanks a lot!

Best regards,

ippab
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