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st: use xtnbreg, fe or xtpoisson, fe vce(r)?


From   "Vestal, Alex - COB" <Alex.Vestal@bus.oregonstate.edu>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: use xtnbreg, fe or xtpoisson, fe vce(r)?
Date   Wed, 17 Oct 2012 21:28:15 +0000

Using unbalanced panel data, I am modeling a count DV with overdispersion (patent counts).  I recently submitted a study using xtnbreg and a reviewer commented: "the best practice is to use xtpoisson with robust SEs that resolves the usual reasons to favor xtnbreg."
I had been using xtnbreg because of its ability to handle overdispersion.  Is xtpoisson vce(robust) robust to overdispersion?  I'm looking for rationale as to which approach I should be using.  Any guidance would be greatly appreciated!

Best,

Alex Vestal, Ph.D.
Assistant Professor of Technology Management
College of Business
Oregon State University


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