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RE: st: nbreg with fixed effect vs xtnbreg,fe


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: nbreg with fixed effect vs xtnbreg,fe
Date   Tue, 7 Feb 2012 12:35:10 +0000

That's not quite correct. 

-xt- commands do not insist on a time variable. 

Notice that even the help for -xt- muddies the issue. It explains that panel data have an explicit time component, except that there need not be a time variable at all! 

Definitions are usually tricky. I once read a definition of soil: soil is anything so designated by a competent authority. (Geologists and agronomists, for example, have very different ideas about what soil is in essence, or even in practice. U.S. readers may want to translate "soil" as "dirt".) 

Nick 
n.j.cox@durham.ac.uk 


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Muhammad Anees
Sent: 07 February 2012 04:52
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: nbreg with fixed effect vs xtnbreg,fe

-xtnbreg- is for panel data which requires at least two different time
periods, then how cross sectional estimation and panel data estimation
can give you the same estimate?

On Tue, Feb 7, 2012 at 9:41 AM, Shikha Sinha <shikha.sinha414@gmail.com> wrote:
> Hi Anees,
>
> Yes, fixed effect can be used in cross-sectional data, where within
> county variation will be exploited. Using dummies is a possibility but
> I was just wondering why I do not get the same result with -xtnbreg
> with fe option.
>
> Thanks for the response though.
>
> Santosh
>
> On Mon, Feb 6, 2012 at 8:04 PM, Muhammad Anees <anees@aneconomist.com> wrote:
>> Are you sure about the fixed effects with cross sectional data? Why
>> not use dummies(categories) where you need to check the fixed effects.
>>
>> Best,
>> Anees
>>
>> On Tue, Feb 7, 2012 at 1:55 AM, Shikha Sinha <shikha.sinha414@gmail.com> wrote:
>>> Hi All,
>>>
>>> I am trying to model count data with county fixed effect. It is a
>>> cross-sectional data. I want to know if
>>>
>>> xi: nbreg DV IV control i.county
>>>
>>> is same as
>>>
>>> xtnbreg DV IV control, fe i(county)
>>>
>>> I get different results. Please advise what is the best way to model
>>> count data with fixed effect.
>>>
>>> Thanks in advance.
>>>
>>> Shikha
>>> *
>>> *   For searches and help try:
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>>
>>
>>
>> --
>>
>> Best
>> ---------------------------
>> Muhammad Anees
>> Assistant Professor/Programme Coordinator
>> COMSATS Institute of Information Technology
>> Attock 43600, Pakistan
>> http://www.aneconomist.com
>>
>> *
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>> *   http://www.ats.ucla.edu/stat/stata/
>
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/



-- 

Best
---------------------------
Muhammad Anees
Assistant Professor/Programme Coordinator
COMSATS Institute of Information Technology
Attock 43600, Pakistan
http://www.aneconomist.com

*
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