Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtnbreg fe

From   "Khan, Nasreen" <[email protected]>
To   [email protected]
Subject   st: xtnbreg fe
Date   Thu, 16 Jun 2005 01:33:49 -0500 (CDT)

Hi everyone,

I need some expertise.

I have an unbalanced panel data with around 68,000 observation and 23,000
individuals (or groups).  The dependent variable is in counts. And i am
controlling for time invarient individual heterogenity by introducing
fixed effect.

Ideally, i would like to use poisson with robust standard errors (there is
overdispersion in the DV) as i find use of dispersion parameter in neg
binomial somewhat arbitary. However, stata 8 SE does not allow the robust
option with xtpoisson. So i am restricted to negative binomial. However
in the nbreg model variables (like race and sex) do not get absorbed in
the fixed effect (they do so in xtpoisson). My questions are

1. Why doesnt the time invarient variables gets absorb in fixed effect in
2. If the fe is for dispersion parameter, is there a way to introduce the
individual level fe in nbreg ?
3. Is there any program available to adjust the SE in fixed effect xtpoisson?

Thank you

Nancy, PhD. Candidate
University of Illinois at Chicago

*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index