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st: xtnbreg, "fixed effects", clustering, and pweight


From   "Neil R. Meredith" <nrmeredith@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: xtnbreg, "fixed effects", clustering, and pweight
Date   Wed, 6 Jul 2011 20:19:07 -0400

Hello Statalisters,

I am wondering why xtnbreg does not allow for clustering or pweights.
Does it have to do with "fixed effects" being applied to the
distribution of the dispersion parameter and not to the xb term in the
model? I am wanting to run negative binomial fixed effects regression
in the traditional xb term fixed effects sense with sample weights and
clustered standard errors.

As a second related question, why does xtnbreg apply fixed effects to
the dispersion parameter rather than the xb term?

Any help with these questions is greatly appreciated. I have looked
through the Statalist archive and the information there only offers a
few suggested alternatives rather than directly address these two
questions.

Neil

--
Neil Meredith
PhD Candidate and Teaching Assistant
University of Georgia
Terry College of Business
Department of Economics
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