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Re: st: Fixed Effects Poisson Regression with Serial Correlation.


From   "ippab ippab" <ippab.statalist@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fixed Effects Poisson Regression with Serial Correlation.
Date   Mon, 28 Apr 2008 20:52:20 -0400

Hi Dave,

Thank you so much for your reply.  I am not sure if I understood you
correctly.  Could you please elaborate how you are suggesting me to
cluster?  May be if you give an example modifying the examples listed
on stata site (http://www.stata.com/help.cgi?xtpoisson), it would be
much more clearer.

Thanks again.

ippab

On Mon, Apr 28, 2008 at 4:28 PM, David Jacobs
<jacobs.184@sociology.osu.edu> wrote:
> How about clustering on your case identification variable?
>
>  This approach is crude and therefore inefficient because you aren't
> modeling the form taken by the serial correlation, but it should suffice.
>
>  Dave Jacobs
>
>
>
>
>  At 03:43 PM 4/28/2008, you wrote:
>
> > 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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