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RE: st: xtmepoisson error variance


From   Margit Averdijk <maverdijk@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: xtmepoisson error variance
Date   Tue, 7 Jul 2009 08:20:22 +0000

Many thanks to both Maarten and Bobby. It took my computer a couple of days to run Bobby's suggestion. But I am not sure I understand what it does? Is obs just a third level? I xtset the data on panelvar (id) and timevar; should I also somehow include obs?
I would like to also include random effects for id and age. How do I then include obs? As separate random intercept, like
 
> . xtmepoisson ... || id: age || obs:, ...
 
or a random slope?
 
Many thanks in advance,
 
Margit Averdijk
 

> From: rgutierrez@stata.com
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: xtmepoisson error variance
> Date: Fri, 3 Jul 2009 10:49:03 -0500
> 
> Margit Averdijk  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
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