st: calculating robust standard errors for -xtpoisson-

[Scott Cunningham <scunning@gmail.com>]

Dear Statalist,

Recently, I queried the list about the proper method of calculating  
robust standard errors in -xtpoisson- to correct for overdispersion.   
I think I may have found a method, which is on Colin Cameron's  
website (UC-Davis).

http://cameron.econ.ucdavis.edu/mmabook/mmaprograms.html

Scroll down to mma23p1pannonlin.do, and you'll find in that file the  
following:

 bootstrap "xtpoisson PAT LOGR $xextra, fe i(id)" "_b[LOGR]", cluster 
(id) reps($nreps) level(95)

This clusters on id, and is a luster bootstrap.  Discussion of panel  
robust standard errors can be found in Cameron and Trivedi's recent  
book, MICROECONOMETRICS:  METHODS AND APPLICATIONS, setion 23.2.6,  
pp. 789-791.   The .do file in question contains the code used to  
generate the various bias-corrected standard errors in table 23.1 on  
page 794.

Using -xtpoisson depvar indepvar, fe i(id) vce(boostrap) - did not  
provide me with the same standard error calculation, either, as what  
Cameron recommended.  Does anyone know what the -vce(bootstrap)- is  
doing in the -xtpoisson-?

sincerely,


scott cunningham
university of georgia
dept. of economics (phd candidate)
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