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st: robust standard error with aggregated data

From   "Carol Coupland" <>
To   <>
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.

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

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