Statalist The Stata Listserver

[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: vce(boot) - clustering?

From   Scott Cunningham <[email protected]>
To   [email protected]
Subject   st: vce(boot) - clustering?
Date   Tue, 11 Apr 2006 08:24:47 -0400

I'm estimating a Poisson with fixed effects model using -xtpoisson-. To correct for overdispersion, I am using -vce(boot)- to bootstrap the standard errors. Where can I find a description of the algebra used for -vce(boot)- when attached to the -xtpoisson- command? I tried -help vce(boot)- and -help xtpoisson- but didn't see anything. Also, am I correct that -xi: xtpoisson depvar indepvar, fe i(id) vce (boot)- will create robust and clustered standard errors?

* For searches and help try:

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