Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

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


From   Viktor Slavtchev <viktor.slavtchev@uni-jena.de>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Fixed Effects Poisson Regression with Serial Correlation.
Date   Tue, 29 Apr 2008 09:02:30 +0200

Hello ippab
you might look at -glm-
viktor


ippab ippab wrote:
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
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/

*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index