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Re: st: xtmepoisson error variance


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtmepoisson error variance
Date   Fri, 3 Jul 2009 12:11:23 +0000 (GMT)

--- On Fri, 3/7/09, Margit Averdijk wrote:
> I am estimating xtmepoisson models. As I understand, the
> variance of the error term is fixed at a minimum. Is there
> any way to set the variance of the error term 'free' so that
> I can control for overdispersion?

You can use -xtnbreg-. However, my knee-jerk reaction to anyone
who tries to combine things like random effects and controling
for overdispersion is "don't do that". In those cases you are
probably trying to get more information out of your data than
it contains. Each of these model in isolation are already
quite dependend on assumptions, so that it is already doubtful
that the results you get actually mean what they are advertized
to mean. Combining these two models only makes things worse.

Hope this helps,
Maarten

-----------------------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


      

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