Statalist The Stata Listserver

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

Re: st: vce(boot) - clustering?

From   Scott Cunningham <[email protected]>
To   [email protected]
Subject   Re: st: vce(boot) - clustering?
Date   Tue, 11 Apr 2006 12:41:24 -0400


Thanks for the below. I should've done help vce option I see.

As for bootstrapping and overdispersion, am I correct then that vce (boot) is going to control for within group serial correlation via clustering AND overdispersion?



The -vce()- option is documented in -[R] vce_option-; type

. help vce option

in Stata to see the corresponding online help.

This will point you to -[R] bootstrap- for the background documentation on

When -xtpoisson- is called with the -vce(bootstrap)- option, it automatically
clusters on panel. Your original command

xi: xtpoisson depvar indepvar, fe i(id) vce(boot)

will fit an -xtpoisson- model using the bootstrap resampling method for
variance estimation, where the bootstrap samples are composed from resampling
the panels with replacement (as opposed to resampling observations). I'm
assuming you are using the 'i.' operator somewhere in 'indepvar' above;
otherwise, -xi:- in not necessary.

For reproducibility, don't forget to use -set seed- before calling - xtpoisson-
with the -vce(bootstrap)- option.

If you are concerned about overdispersion, there is also -xtnbreg-.

[email protected]
* For searches and help try:
*   For searches and help try:

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