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st: robust standard error with aggregated data


From   "Carol Coupland" <Carol.Coupland@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: robust standard error with aggregated data
Date   Mon, 27 Mar 2006 15:09:53 +0100

I've been using poisson regression on aggregated data, using robust standard errors.

Having run a few models I decided to collapse the dataset further across a small number of variables I was not using in the models, and reran the same models. I was surprised that although the model coefficients stayed the same the robust standard errors changed. If I use the OIM standard errors they stay the same before and
after collapsing the data.

I'm unclear which robust standard errors I should use, and am concerned that they differ depending on 
which variables I collapse by. Any advice would be extremely helpful.

Thanks
Carol Coupland

---------------------------------------------------------------------------------------
Dr Carol Coupland
Division of Primary Care
School of Community Health Sciences
Floor 13, Tower Building,
University of Nottingham
Nottingham NG7 2RD

Tel: 0115 8466916 (or ext.66916)
Fax: 0115 8466904
email: carol.coupland@nottingham.ac.uk


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