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


From   Muhammad Anees <anees@aneconomist.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: nbreg with fixed effect vs xtnbreg,fe
Date   Tue, 7 Feb 2012 17:51:28 +0500

Yes I totally admit my confusing line by defining time periods as time
variable, but what I have understood so far (which is very limited)
about panel data fixed effects, is that there should be observations
for two time periods atleast, even if not the time is not existing in
the data.

I thank Nick for correcting me.

So I wonder how cross sectional fixed effects would be similar to or
different than panel data fixed effects as is the case of -nbreg- and
-xtnbreg-. One more question, will -xtnbreg, fe- work when the data is
not -set xt-?

Thanks in anticipation to correct me further.

Best,
Anees

On Tue, Feb 7, 2012 at 5:35 PM, Nick Cox <n.j.cox@durham.ac.uk> wrote:
> 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:
>>>> *   http://www.stata.com/help.cgi?search
>>>> *   http://www.stata.com/support/statalist/faq
>>>> *   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
>>>
>>> *
>>> *   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/
>>
>> *
>> *   For searches and help try:
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>> *   http://www.stata.com/support/statalist/faq
>> *   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
>
> *
> *   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/
>
> *
> *   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/



-- 

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


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