Statalist


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

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 13:37:49 +0000

Many thanks! This is very helpful, I am going to try it out,
 
Best,
Margit

----------------------------------------
> From: rgutierrez@stata.com
> To: statalist@hsphsun2.harvard.edu
> Subject: Re: st: xtmepoisson error variance
> Date: Tue, 7 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.
>
> --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/
_________________________________________________________________
Lauren found her dream laptop. Find the PC that’s right for you.
http://www.microsoft.com/windows/choosepc/?ocid=ftp_val_wl_290
*
*   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