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Re: st: xtmepoisson error variance

From (Roberto G. Gutierrez, StataCorp)
Subject   Re: st: xtmepoisson error variance
Date   Tue, 07 Jul 2009 08:13:22 -0500

Margit Averdijk <> asks:

> 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?

You fit the model as a random intercept at the obs (third) level, just as you
have typed above.  Then, the variance component labeled as "sd(_cons)" or 
"var(_cons)" under the "obs:" part of the table estimates the overdispersion.

Also note that, unlike the other xt commands, -xtmixed-, -xtmelogit-, and
-xtmepoisson- pay no attention to settings that are -xtset-.  These three
commands determine the multilevel panels entirely from their syntax.

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