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st: Should include id dummies when using "xi:nbreg DV IV CV i.year, vce(cluster id)" for panel data?


From   Heewon Chae <heewon.chae@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Should include id dummies when using "xi:nbreg DV IV CV i.year, vce(cluster id)" for panel data?
Date   Sun, 10 Feb 2013 15:11:52 -0500

Hello,

I am analyzing panel data (5 years) with a nonnegative count dependent variable.

I heard "xi:nbreg DV IV CV i.year, vce(cluster id)" can be used
instead of xtnbreg.

    1) When do we use "xi: nbreg DV IV CV i.year, vce(cluste id)"
instead of xtnbreg command?

    2) When using this command, do I need to include dummies for id
(i.e. panel unit)? (That is, "xi:nbreg DV IV CV  i.id i.year,
vce(cluster id)") I don't think I need to do so since the id group is
already clustered by using "vce(cluster id)". Is it right? If I should
or can include id dummies, what does it imply?

I would really appreciate if anyone can help me answer these questions.

Thanks!

Heewon
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