Re: st: vce(boot) - clustering?

[Scott Cunningham <scunning@gmail.com>]

Jeff,

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?

thanks,


scott



> 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
> -vce(bootstrap)-.
>
> 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-.
>
> --Jeff
> jpitblado@stata.com
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