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st: Re: xtmepoisson

From   Simon Moore <>
Subject   st: Re: xtmepoisson
Date   Fri, 14 Aug 2009 17:34:27 +0100


Many thanks for the presentations - I had not seen these

Michael E Roettger wrote:

Have you examined the distribution of the dependent variable?

If xtmepoisson fails to converge while xtpoisson converges, you make
have a distribution which does not fit the standard Poisson
distribution.   Rabe-Hesketh and Skrondal (2008) note that xtpoisson
adjusts for overdispersion due to the way the individual-level random
effect is specified;  xtpoisson also assumes that the random effect
has a log-gamma distribution.

If you have overdispersion, you might be able to use the xtgee
command, specifying that the dependent variable is a negative
binomial distribution.  Dummy variables may also be added to control
for year effects.

I remain at the "Refining starting values:" so the delay does not seem to be at convergence. Although the depvar is a little zero inflated si I'll take a look at xtgee.

Many thanks

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