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AW: st: xtmepoisson error variance


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: xtmepoisson error variance
Date   Tue, 7 Jul 2009 11:03:36 +0200

<> 


You might want to consult
http://www.stata.com/meeting/fnasug08/gutierrez.pdf in addition to other
advice. The slides are about -xtmixed-, but many of the insights should be
valuable to grasp the -xtmepoisson- syntax as well.

Re -xtset-: Seems to me that it is not necessary to -xtset- the data, in
spite of the affiliation of the command with the -xt- family and its
presence in the [XT] manual. Look at the example dataset in the help file to
see that:

****
webuse epilepsy, clear
//check xtset status
xtset
****



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Margit Averdijk
Gesendet: Dienstag, 7. Juli 2009 10:20
An: statalist@hsphsun2.harvard.edu
Betreff: RE: st: xtmepoisson error variance

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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