Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: st: xtmepoisson error variance


From   rgutierrez@stata.com (Roberto G. Gutierrez, StataCorp)
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: xtmepoisson error variance
Date   Fri, 03 Jul 2009 10:49:03 -0500

Margit Averdijk <maverdijk@hotmail.com> asks:
 
> 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?

Define a new level of the model comprised of the observations themselves.

   . gen obs = _n

When used as the final (lowest) level in -xtmepoisson-, the variance component
corresponding to -obs- will then estimate the overdispersion.

   . xtmepoisson ... || obs:, ...

--Bobby
rgutierrez@stata.com
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   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